+378.1%
PSX vs CMI
+516.5%
-138.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | -0.3% |
| 7D | +1.7% | -0.7% | +2.4% | +2.1% |
| 30D | +15.6% | -12.4% | +28.0% | +23.6% |
| 3M | +46.5% | -14.8% | +61.2% | +56.6% |
| 6M | +55.0% | +0.8% | +54.2% | +46.6% |
| YTD | +105.3% | +10.2% | +95.1% | +81.4% |
| 1Y | +101.6% | +37.4% | +64.2% | +53.8% |
| 3Y | +134.1% | +153.3% | -19.1% | +18.5% |
| 5Y | +368.7% | +167.6% | +201.1% | +122.4% |
| All | +378.1% | +516.5% | -138.4% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling