+1,163.5%
C vs CMI
+19,768.2%
-18,604.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.7% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | +0.1% | -13.4% | +13.5% | +7.5% |
| 3M | +2.4% | -17.0% | +19.4% | +11.6% |
| 6M | +24.9% | -1.6% | +26.6% | +23.8% |
| YTD | +19.8% | +11.0% | +8.8% | +11.0% |
| 1Y | +44.9% | +41.9% | +3.0% | +17.4% |
| 3Y | +263.0% | +151.8% | +111.2% | +117.3% |
| 5Y | +129.5% | +163.6% | -34.1% | +33.0% |
| 10Y | +291.6% | +472.9% | -181.3% | +56.0% |
| All | +1,163.5% | +19,768.2% | -18,604.7% | +18.4% |
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