+1,045.8%
C vs CMI
+16,314.0%
-15,268.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.6% |
| 7D | -0.4% | -1.8% | +1.4% | +0.5% |
| 30D | -5.3% | -12.2% | +6.9% | +0.9% |
| 3M | -8.0% | -26.5% | +18.5% | +7.0% |
| 6M | -0.3% | -33.6% | +33.4% | +21.0% |
| YTD | +8.6% | -8.3% | +17.0% | +10.5% |
| 1Y | +25.8% | -1.3% | +27.1% | +23.1% |
| 3Y | +221.2% | +124.8% | +96.4% | +103.0% |
| 5Y | +113.6% | +119.9% | -6.3% | +35.3% |
| 10Y | +218.3% | +335.9% | -117.6% | +45.2% |
| All | +1,045.8% | +16,314.0% | -15,268.2% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling