+3.5%
CI vs CMI
+149.3%
-145.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | +0.5% | -12.3% | +12.8% | +1.0% |
| 3M | -5.2% | -16.8% | +11.6% | -4.5% |
| 6M | +4.3% | +1.5% | +2.8% | +3.3% |
| YTD | +2.8% | +9.8% | -7.0% | +0.8% |
| 1Y | -5.8% | +42.6% | -48.4% | -9.8% |
| All | +3.5% | +149.3% | -145.8% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling