+495.9%
CMI vs PTC
+200.2%
+295.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -14.2% | +15.1% | +5.0% |
| 30D | -12.8% | -14.4% | +1.7% | -9.3% |
| 3M | -12.4% | -4.7% | -7.7% | -12.7% |
| 6M | -0.9% | -19.3% | +18.4% | +3.5% |
| YTD | +8.9% | -26.1% | +35.0% | +16.5% |
| 1Y | +37.7% | -37.1% | +74.8% | +54.7% |
| 3Y | +148.9% | -10.4% | +159.2% | +144.7% |
| 5Y | +164.4% | +2.5% | +161.9% | +143.3% |
| All | +495.9% | +200.2% | +295.7% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling