+158.8%
B vs CMI
+165.6%
-6.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | +9.5% | -12.3% | +21.8% | +13.5% |
| 3M | +14.3% | -16.8% | +31.1% | +20.1% |
| 6M | -1.9% | +1.5% | -3.4% | -2.0% |
| YTD | +4.1% | +9.8% | -5.7% | +2.7% |
| 1Y | +56.1% | +42.6% | +13.5% | +47.1% |
| 3Y | +202.0% | +151.0% | +51.0% | +154.4% |
| 5Y | +158.8% | +167.0% | -8.2% | +114.5% |
| All | +158.8% | +165.6% | -6.8% | +114.5% |
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