+154.1%
CMI vs PTC
-8.0%
+162.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.9% |
| 7D | +1.9% | -12.8% | +14.7% | +3.7% |
| 30D | -12.5% | -9.8% | -2.7% | -11.4% |
| 3M | -16.2% | -2.1% | -14.1% | -16.3% |
| 6M | +4.9% | -18.1% | +23.0% | +10.0% |
| YTD | +11.1% | -23.5% | +34.6% | +19.1% |
| 1Y | +43.4% | -37.4% | +80.7% | +65.3% |
| 3Y | +154.1% | -7.2% | +161.3% | +138.6% |
| All | +154.1% | -8.0% | +162.1% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling