+167.0%
CMI vs PTC
-0.9%
+168.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.5% |
| 7D | +0.7% | -13.6% | +14.3% | +3.6% |
| 30D | -12.3% | -14.7% | +2.4% | -9.6% |
| 3M | -16.8% | -5.9% | -10.9% | -16.6% |
| 6M | +1.5% | -21.1% | +22.7% | +6.7% |
| YTD | +9.8% | -26.0% | +35.8% | +17.3% |
| 1Y | +42.6% | -36.8% | +79.4% | +60.0% |
| 3Y | +151.0% | -10.3% | +161.3% | +145.2% |
| 5Y | +167.0% | +1.2% | +165.9% | +147.4% |
| All | +167.0% | -0.9% | +168.0% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling