+367.0%
PSX vs CMI
+163.4%
+203.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +15.8% | -12.8% | +28.6% | +21.6% |
| 3M | +43.0% | -12.4% | +55.5% | +48.1% |
| 6M | +61.1% | -0.9% | +62.0% | +54.6% |
| YTD | +104.5% | +8.9% | +95.7% | +84.7% |
| 1Y | +102.5% | +37.7% | +64.8% | +59.9% |
| 3Y | +133.5% | +148.9% | -15.4% | +32.4% |
| 5Y | +367.0% | +164.4% | +202.6% | +152.9% |
| All | +367.0% | +163.4% | +203.5% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling