-32.5%
CBRS vs CMI
-20.5%
-12.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.8% | +7.5% | +7.7% |
| 7D | +17.3% | -0.7% | +18.0% | +18.2% |
| 30D | -2.0% | -13.4% | +11.5% | +11.4% |
| 3M | -2.5% | -17.0% | +14.5% | +7.8% |
| All | -32.5% | -20.5% | -12.0% | -24.2% |
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 · Available span rolling