+773.5%
PM vs CMI
+1,682.7%
-909.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | -2.6% | -12.5% | +10.0% | +0.2% |
| 3M | +5.8% | -16.2% | +22.0% | +9.1% |
| 6M | +10.6% | +4.9% | +5.7% | +7.9% |
| YTD | +17.2% | +11.1% | +6.0% | +12.4% |
| 1Y | +17.6% | +43.4% | -25.7% | +5.9% |
| 3Y | +124.3% | +154.1% | -29.8% | +72.7% |
| 5Y | +125.1% | +169.5% | -44.4% | +69.1% |
| 10Y | +198.6% | +503.8% | -305.2% | +82.2% |
| All | +773.5% | +1,682.7% | -909.2% | +264.8% |
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