+1,131.3%
PSX vs CMI
+615.5%
+515.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +2.8% | +1.9% | +0.9% | +1.8% |
| 30D | +27.8% | -12.5% | +40.3% | +36.2% |
| 3M | +42.0% | -16.2% | +58.2% | +52.5% |
| 6M | +58.1% | +4.9% | +53.3% | +47.3% |
| YTD | +105.0% | +11.1% | +93.9% | +82.7% |
| 1Y | +104.9% | +43.4% | +61.5% | +56.6% |
| 3Y | +134.1% | +154.1% | -20.0% | +26.9% |
| 5Y | +363.8% | +169.5% | +194.3% | +138.0% |
| 10Y | +370.1% | +503.8% | -133.7% | +57.4% |
| All | +1,131.3% | +615.5% | +515.8% | +271.0% |
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