+3,714.1%
CMI vs PSKY
-45.6%
+3,759.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.6% |
| 7D | +0.7% | -6.8% | +7.5% | +3.1% |
| 30D | -12.3% | +10.2% | -22.5% | -15.4% |
| 3M | -16.8% | +0.3% | -17.1% | -17.7% |
| 6M | +1.5% | -7.8% | +9.3% | +2.0% |
| YTD | +9.8% | -23.0% | +32.8% | +15.5% |
| 1Y | +42.6% | -31.6% | +74.2% | +52.5% |
| 3Y | +151.0% | -21.3% | +172.3% | +122.2% |
| 5Y | +167.0% | -71.5% | +238.5% | +221.7% |
| 10Y | +512.2% | -75.6% | +587.8% | +506.1% |
| All | +3,714.1% | -45.6% | +3,759.7% | +1,969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling