-38.9%
PINS vs CMI
+126.8%
-165.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.0% |
| 7D | -9.4% | -1.8% | -7.6% | -8.9% |
| 30D | -10.2% | -12.2% | +2.0% | -7.4% |
| 3M | -19.0% | -26.5% | +7.5% | -12.8% |
| 6M | -7.4% | -33.6% | +26.2% | +1.4% |
| YTD | -25.7% | -8.3% | -17.4% | -31.6% |
| 1Y | -29.7% | -1.3% | -28.5% | -37.9% |
| All | -38.9% | +126.8% | -165.7% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling