-35.5%
PINS vs CMI
+10.9%
-46.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.8% | +10.0% | +3.4% |
| 7D | +1.4% | -11.2% | +12.6% | -0.2% |
| 30D | +5.8% | -9.8% | +15.6% | +4.4% |
| 3M | -17.0% | -25.5% | +8.5% | -20.7% |
| 6M | +1.8% | -27.7% | +29.4% | -3.8% |
| YTD | -18.0% | -6.6% | -11.4% | -24.8% |
| 1Y | -35.5% | +11.7% | -47.2% | -40.7% |
| All | -35.5% | +10.9% | -46.4% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling