+20.7%
BMY vs CMI
+147.2%
-126.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | -6.4% | +0.8% | -7.2% | -6.5% |
| 30D | +0.2% | -12.8% | +13.0% | +1.7% |
| 3M | +16.0% | -12.4% | +28.4% | +16.9% |
| 6M | +8.3% | -0.9% | +9.2% | +6.2% |
| YTD | +22.2% | +8.9% | +13.3% | +16.9% |
| 1Y | +41.7% | +37.7% | +4.0% | +29.4% |
| All | +20.7% | +147.2% | -126.5% | -11.2% |
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 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