+503.2%
CMI vs PSLV
+190.6%
+312.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.7% | -3.5% | +2.7% | -0.1% |
| 30D | -12.4% | -2.1% | -10.2% | -12.2% |
| 3M | -14.8% | -1.6% | -13.1% | -14.8% |
| 6M | +0.8% | -25.5% | +26.3% | +5.2% |
| YTD | +10.2% | -11.4% | +21.6% | +9.7% |
| 1Y | +37.4% | +48.6% | -11.1% | +25.1% |
| 3Y | +153.3% | +166.9% | -13.6% | +107.3% |
| 5Y | +167.6% | +152.4% | +15.2% | +117.6% |
| All | +503.2% | +190.6% | +312.6% | +341.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling