+104.2%
CB vs CMI
+116.0%
-11.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.9% |
| 7D | +0.7% | -9.3% | +10.0% | +1.9% |
| 30D | +8.2% | -13.2% | +21.4% | +10.1% |
| 3M | +6.3% | -28.2% | +34.5% | +11.1% |
| 6M | +16.2% | -32.7% | +48.9% | +21.8% |
| YTD | +19.3% | -10.1% | +29.4% | +16.4% |
| 1Y | +29.2% | -4.9% | +34.1% | +24.0% |
| 3Y | +71.4% | +120.4% | -48.9% | +20.5% |
| 5Y | +104.2% | +114.3% | -10.0% | +48.3% |
| All | +104.2% | +116.0% | -11.7% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling