+1,008.9%
BE vs CMI
+411.0%
+597.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.1% | +9.5% | +9.5% |
| 7D | +29.8% | +1.9% | +27.9% | +27.3% |
| 30D | +26.4% | -12.5% | +38.9% | +45.3% |
| 3M | +9.3% | -16.2% | +25.5% | +35.5% |
| 6M | +105.1% | +4.9% | +100.2% | +102.7% |
| YTD | +219.0% | +11.1% | +207.9% | +200.2% |
| 1Y | +418.8% | +43.4% | +375.4% | +287.9% |
| 3Y | +1,784.6% | +154.1% | +1,630.5% | +743.8% |
| 5Y | +1,251.0% | +169.5% | +1,081.5% | +477.5% |
| All | +1,008.9% | +411.0% | +597.9% | +182.2% |
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