+219.2%
CB vs CMI
+509.0%
-289.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -2.8% | +0.8% | -3.6% | -3.0% |
| 30D | -2.4% | -12.8% | +10.4% | +1.8% |
| 3M | +2.8% | -12.4% | +15.2% | +5.9% |
| 6M | +4.8% | -0.9% | +5.6% | +2.0% |
| YTD | +9.2% | +8.9% | +0.3% | +1.5% |
| 1Y | +22.8% | +37.7% | -14.9% | +3.3% |
| 3Y | +71.1% | +148.9% | -77.7% | +6.8% |
| 5Y | +101.0% | +164.4% | -63.4% | +18.9% |
| All | +219.2% | +509.0% | -289.8% | +35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling