+214.8%
B vs CMI
+320.3%
-105.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -3.3% | -14.0% | +10.7% | -0.4% |
| 3M | -7.8% | -28.1% | +20.4% | -1.6% |
| 6M | -15.5% | -35.8% | +20.3% | -8.0% |
| YTD | -12.3% | -10.5% | -1.7% | -9.5% |
| 1Y | +5.4% | -1.9% | +7.2% | +7.3% |
| 3Y | +165.5% | +121.0% | +44.5% | +141.1% |
| 5Y | +107.0% | +114.6% | -7.5% | +87.9% |
| All | +214.8% | +320.3% | -105.5% | +163.1% |
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