+97.4%
CB vs CMI
+170.2%
-72.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -0.6% | +1.9% | -2.5% | -0.9% |
| 30D | -3.9% | -12.5% | +8.6% | -2.0% |
| 3M | +4.9% | -16.2% | +21.1% | +7.2% |
| 6M | +3.3% | +4.9% | -1.6% | 0.0% |
| YTD | +8.5% | +11.1% | -2.6% | +2.9% |
| 1Y | +22.1% | +43.4% | -21.3% | +7.7% |
| 3Y | +70.1% | +154.1% | -83.9% | +19.6% |
| 5Y | +97.4% | +169.5% | -72.1% | +30.4% |
| All | +97.4% | +170.2% | -72.8% | +30.4% |
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 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