+1,044.5%
C vs CMI
+16,035.5%
-14,991.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.7% |
| 7D | +4.7% | +1.5% | +3.2% | +3.9% |
| 30D | +0.2% | -14.0% | +14.1% | +7.8% |
| 3M | -9.3% | -28.3% | +19.0% | +6.8% |
| 6M | -0.8% | -34.9% | +34.1% | +21.5% |
| YTD | +8.5% | -9.9% | +18.4% | +11.3% |
| 1Y | +23.1% | -3.6% | +26.7% | +21.9% |
| 3Y | +220.8% | +120.9% | +99.8% | +104.5% |
| 5Y | +112.4% | +116.1% | -3.7% | +35.7% |
| 10Y | +217.9% | +328.5% | -110.6% | +46.3% |
| All | +1,044.5% | +16,035.5% | -14,991.1% | +18.8% |
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 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