+45.5%
C vs CMI
+40.9%
+4.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | +2.0% | -12.8% | +14.8% | +6.5% |
| 3M | +4.4% | -12.4% | +16.8% | +8.4% |
| 6M | +28.3% | -0.9% | +29.2% | +25.4% |
| YTD | +20.5% | +8.9% | +11.6% | +14.8% |
| 1Y | +45.5% | +37.7% | +7.8% | +36.6% |
| All | +45.5% | +40.9% | +4.7% | +36.6% |
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