+207.0%
C vs CMI
+320.3%
-113.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +4.2% | +0.5% | +3.7% | +3.8% |
| 30D | +2.0% | -14.0% | +16.0% | +12.0% |
| 3M | -10.1% | -28.1% | +18.0% | +10.7% |
| 6M | +1.0% | -35.8% | +36.8% | +32.2% |
| YTD | +8.5% | -10.5% | +19.0% | +10.5% |
| 1Y | +25.7% | -1.9% | +27.6% | +19.7% |
| 3Y | +216.0% | +121.0% | +95.0% | +59.9% |
| 5Y | +112.3% | +114.6% | -2.2% | +7.0% |
| All | +207.0% | +320.3% | -113.3% | -7.7% |
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