+142.3%
CI vs CMI
+509.0%
-366.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.3% |
| 7D | -1.3% | +0.8% | -2.2% | -1.6% |
| 30D | +3.1% | -12.8% | +15.9% | +7.9% |
| 3M | -4.5% | -12.4% | +7.9% | -1.1% |
| 6M | +8.3% | -0.9% | +9.1% | +5.8% |
| YTD | +3.8% | +8.9% | -5.1% | -3.2% |
| 1Y | -5.0% | +37.7% | -42.7% | -20.1% |
| 3Y | +5.8% | +148.9% | -143.1% | -35.0% |
| 5Y | +50.6% | +164.4% | -113.8% | -13.0% |
| All | +142.3% | +509.0% | -366.7% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling