-16.4%
PINS vs CMI
+304.4%
-320.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -3.4% |
| 7D | -12.0% | -0.7% | -11.3% | -11.8% |
| 30D | -12.7% | -13.4% | +0.8% | -7.1% |
| 3M | -5.5% | -17.0% | +11.5% | +0.7% |
| 6M | +5.3% | -1.6% | +6.9% | +1.0% |
| YTD | -21.2% | +11.0% | -32.2% | -30.4% |
| 1Y | -45.0% | +41.9% | -87.0% | -58.2% |
| 3Y | -26.2% | +151.8% | -178.0% | -60.2% |
| 5Y | -64.0% | +163.6% | -227.5% | -81.4% |
| All | -16.4% | +304.4% | -320.8% | -68.8% |
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