+7,343.6%
CB vs CMI
+7,752.9%
-409.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +2.9% | +0.5% | +2.5% | +2.7% |
| 30D | +7.3% | -14.0% | +21.3% | +11.8% |
| 3M | +9.4% | -28.1% | +37.5% | +19.9% |
| 6M | +19.6% | -35.8% | +55.5% | +34.0% |
| YTD | +21.5% | -10.5% | +32.0% | +21.5% |
| 1Y | +28.0% | -1.9% | +29.9% | +24.2% |
| 3Y | +74.9% | +121.0% | -46.1% | +28.3% |
| 5Y | +108.1% | +114.6% | -6.4% | +52.6% |
| 10Y | +251.8% | +325.5% | -73.7% | +106.2% |
| All | +7,343.6% | +7,752.9% | -409.3% | +1,387.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling