-46.8%
PINS vs CMI
+40.9%
-87.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.6% |
| 7D | -9.9% | +0.8% | -10.8% | -9.8% |
| 30D | -20.9% | -12.8% | -8.1% | -22.2% |
| 3M | -13.7% | -12.4% | -1.3% | -15.9% |
| 6M | -3.0% | -0.9% | -2.2% | -6.9% |
| YTD | -27.5% | +8.9% | -36.3% | -32.8% |
| 1Y | -46.8% | +37.7% | -84.5% | -53.0% |
| All | -46.8% | +40.9% | -87.7% | -53.0% |
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