+25.7%
C vs CMI
-3.8%
+29.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | +2.0% | -14.0% | +16.0% | +7.4% |
| 3M | -10.1% | -28.1% | +18.0% | +0.9% |
| 6M | +1.0% | -35.8% | +36.8% | +17.3% |
| YTD | +8.5% | -10.5% | +19.0% | +5.1% |
| 1Y | +25.7% | -1.9% | +27.6% | +17.0% |
| All | +25.7% | -3.8% | +29.6% | +17.0% |
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