+15,688.1%
CMI vs PTC
+8,860.0%
+6,828.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -14.0% | +1.2% | -15.2% | -14.2% |
| 3M | -28.1% | +27.4% | -55.5% | -32.4% |
| 6M | -35.8% | +39.2% | -75.0% | -41.2% |
| YTD | -10.5% | +12.5% | -23.0% | -15.0% |
| 1Y | -1.9% | +12.3% | -14.1% | -6.8% |
| 3Y | +121.0% | +28.8% | +92.2% | +102.9% |
| 5Y | +114.6% | +60.9% | +53.7% | +86.4% |
| 10Y | +325.5% | +316.6% | +8.9% | +198.2% |
| All | +15,688.1% | +8,860.0% | +6,828.1% | +5,355.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling