+309.8%
BE vs CMI
+39.5%
+270.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +5.0% |
| 7D | +9.0% | -0.7% | +9.8% | +10.3% |
| 30D | +16.3% | -12.4% | +28.7% | +39.4% |
| 3M | +10.8% | -14.8% | +25.6% | +43.0% |
| 6M | +73.2% | +0.8% | +72.4% | +77.2% |
| YTD | +217.4% | +10.2% | +207.2% | +181.9% |
| 1Y | +309.8% | +37.4% | +272.4% | +183.3% |
| All | +309.8% | +39.5% | +270.3% | +183.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling