+41.9%
CMI vs PSKY
-26.0%
+67.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -13.4% | +24.0% | -37.4% | -13.2% |
| 3M | -17.0% | +2.2% | -19.2% | -16.8% |
| 6M | -1.6% | -9.0% | +7.3% | -1.5% |
| YTD | +11.0% | -18.1% | +29.1% | +11.6% |
| 1Y | +41.9% | -25.1% | +67.0% | +44.4% |
| All | +41.9% | -26.0% | +67.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSKY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling