+1,218.2%
BE vs CMI
+163.4%
+1,054.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.0% |
| 7D | +9.7% | +0.8% | +8.9% | +8.9% |
| 30D | +22.4% | -12.8% | +35.2% | +43.6% |
| 3M | +10.4% | -12.4% | +22.8% | +33.4% |
| 6M | +67.9% | -0.9% | +68.7% | +75.5% |
| YTD | +197.5% | +8.9% | +188.6% | +182.8% |
| 1Y | +310.6% | +37.7% | +272.9% | +207.4% |
| 3Y | +1,657.2% | +148.9% | +1,508.4% | +624.5% |
| 5Y | +1,218.2% | +164.4% | +1,053.8% | +410.4% |
| All | +1,218.2% | +163.4% | +1,054.7% | +410.4% |
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 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