+17.4%
PM vs CMI
+45.0%
-27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -1.7% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -3.4% | -13.4% | +10.1% | -4.4% |
| 3M | +5.2% | -17.0% | +22.2% | +4.0% |
| 6M | +3.7% | -1.6% | +5.4% | +2.7% |
| YTD | +15.8% | +11.0% | +4.8% | +17.1% |
| 1Y | +17.4% | +41.9% | -24.5% | +28.5% |
| All | +17.4% | +45.0% | -27.6% | +28.5% |
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 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