+16.1%
CB vs CMI
-34.2%
+50.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | 0.0% |
| 7D | 0.0% | +1.5% | -1.5% | +0.4% |
| 30D | +7.4% | -14.0% | +21.4% | +3.5% |
| 3M | +8.6% | -28.3% | +36.9% | -0.5% |
| 6M | +16.1% | -34.9% | +51.1% | +4.0% |
| All | +16.1% | -34.2% | +50.3% | +4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling