+269.3%
C vs CMI
+156.7%
+112.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +3.2% | +1.9% | +1.3% | +2.2% |
| 30D | +1.3% | -12.5% | +13.8% | +7.7% |
| 3M | +3.1% | -16.2% | +19.3% | +11.1% |
| 6M | +29.6% | +4.9% | +24.8% | +23.0% |
| YTD | +19.0% | +11.1% | +7.8% | +8.4% |
| 1Y | +45.6% | +43.4% | +2.3% | +14.2% |
| 3Y | +269.3% | +154.1% | +115.2% | +106.8% |
| All | +269.3% | +156.7% | +112.5% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling