-0.7%
BMY vs CMI
-14.3%
+13.6%
-5.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.7% |
| 7D | -4.8% | +0.7% | -5.5% | -4.6% |
| 30D | -0.7% | -12.3% | +11.6% | -3.7% |
| All | -0.7% | -14.3% | +13.6% | -3.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling