+664.2%
B vs CMI
+16,035.5%
-15,371.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.8% |
| 7D | -6.2% | +1.5% | -7.7% | -6.4% |
| 30D | -6.6% | -14.0% | +7.4% | -4.3% |
| 3M | -7.9% | -28.3% | +20.5% | -2.8% |
| 6M | -16.8% | -34.9% | +18.1% | -10.8% |
| YTD | -11.7% | -9.9% | -1.8% | -10.1% |
| 1Y | +3.5% | -3.6% | +7.1% | +4.3% |
| 3Y | +165.7% | +120.9% | +44.8% | +133.4% |
| 5Y | +108.4% | +116.1% | -7.7% | +82.1% |
| 10Y | +212.7% | +328.5% | -115.8% | +138.3% |
| All | +664.2% | +16,035.5% | -15,371.3% | +345.2% |
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