+13,096.5%
PCAR vs CMI
+16,314.0%
-3,217.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.3% |
| 7D | +2.2% | -1.8% | +4.0% | +3.1% |
| 30D | +0.3% | -12.2% | +12.6% | +7.1% |
| 3M | -17.9% | -26.5% | +8.6% | -3.8% |
| 6M | -3.4% | -33.6% | +30.2% | +18.4% |
| YTD | -0.1% | -8.3% | +8.2% | +1.6% |
| 1Y | +13.4% | -1.3% | +14.7% | +10.7% |
| 3Y | +37.2% | +124.8% | -87.6% | -15.8% |
| 5Y | +117.3% | +119.9% | -2.5% | +35.0% |
| 10Y | +295.0% | +335.9% | -40.9% | +70.1% |
| All | +13,096.5% | +16,314.0% | -3,217.6% | +953.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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