+1,003.0%
BE vs CMI
+406.6%
+596.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +5.4% |
| 7D | +9.0% | -0.7% | +9.8% | +10.0% |
| 30D | +16.3% | -12.4% | +28.7% | +33.4% |
| 3M | +10.8% | -14.8% | +25.6% | +34.8% |
| 6M | +73.2% | +0.8% | +72.4% | +78.0% |
| YTD | +217.4% | +10.2% | +207.2% | +201.6% |
| 1Y | +309.8% | +37.4% | +272.4% | +218.7% |
| 3Y | +1,726.2% | +153.3% | +1,572.9% | +721.8% |
| 5Y | +1,306.2% | +167.6% | +1,138.6% | +506.4% |
| All | +1,003.0% | +406.6% | +596.4% | +183.5% |
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 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