+26.0%
C vs CMI
+10.9%
+15.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.4% | +3.6% |
| 7D | +1.1% | -11.2% | +12.3% | +5.1% |
| 30D | -2.4% | -9.8% | +7.4% | +0.9% |
| 3M | -8.4% | -25.5% | +17.2% | +1.2% |
| 6M | +0.3% | -27.7% | +28.0% | +10.5% |
| YTD | +9.1% | -6.6% | +15.7% | +6.4% |
| 1Y | +26.0% | +11.7% | +14.4% | +15.0% |
| All | +26.0% | +10.9% | +15.1% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling