+41.9%
CMI vs PTC
-33.3%
+75.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.0% | +8.8% | +1.5% |
| 7D | -0.7% | -10.3% | +9.5% | -2.9% |
| 30D | -13.4% | +1.1% | -14.6% | -13.0% |
| 3M | -17.0% | +1.6% | -18.6% | -15.4% |
| 6M | -1.6% | -13.5% | +11.8% | +0.2% |
| YTD | +11.0% | -19.1% | +30.0% | +13.5% |
| 1Y | +41.9% | -33.9% | +75.8% | +50.6% |
| All | +41.9% | -33.3% | +75.2% | +50.6% |
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