+27.2%
CB vs CMI
-3.3%
+30.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.2% |
| 7D | 0.0% | +1.5% | -1.5% | +0.3% |
| 30D | +7.4% | -14.0% | +21.4% | +5.3% |
| 3M | +8.6% | -28.3% | +36.9% | +3.9% |
| 6M | +16.1% | -34.9% | +51.1% | +10.3% |
| YTD | +20.2% | -9.9% | +30.1% | +18.1% |
| 1Y | +27.2% | -3.6% | +30.8% | +27.3% |
| All | +27.2% | -3.3% | +30.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling