+1,726.2%
BE vs CMI
+150.2%
+1,576.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +5.2% |
| 7D | +9.0% | -0.7% | +9.8% | +10.2% |
| 30D | +16.3% | -12.4% | +28.7% | +36.9% |
| 3M | +10.8% | -14.8% | +25.6% | +39.5% |
| 6M | +73.2% | +0.8% | +72.4% | +77.8% |
| YTD | +217.4% | +10.2% | +207.2% | +195.6% |
| 1Y | +309.8% | +37.4% | +272.4% | +201.8% |
| 3Y | +1,726.2% | +153.3% | +1,572.9% | +543.4% |
| All | +1,726.2% | +150.2% | +1,576.0% | +543.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling