+11.7%
CMI vs PTC
+0.1%
+11.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -5.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -9.8% | +1.5% | -11.4% | -9.7% |
| 3M | -25.5% | +37.8% | -63.3% | -21.3% |
| 6M | -27.7% | +41.2% | -68.9% | -21.9% |
| YTD | -6.6% | +12.0% | -18.7% | -0.5% |
| 1Y | +11.7% | +1.6% | +10.0% | +16.3% |
| All | +11.7% | +0.1% | +11.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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