+292.4%
C vs CMI
+516.5%
-224.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | +0.9% | -12.4% | +13.3% | +9.8% |
| 3M | +1.1% | -14.8% | +15.8% | +11.0% |
| 6M | +28.4% | +0.8% | +27.6% | +23.6% |
| YTD | +20.8% | +10.2% | +10.6% | +8.0% |
| 1Y | +43.4% | +37.4% | +6.0% | +8.5% |
| 3Y | +274.9% | +153.3% | +121.6% | +76.5% |
| 5Y | +136.7% | +167.6% | -30.9% | +4.0% |
| All | +292.4% | +516.5% | -224.0% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling