+42.7%
CI vs CMI
+165.6%
-122.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | +0.5% | -12.3% | +12.8% | +2.2% |
| 3M | -5.2% | -16.8% | +11.6% | -3.1% |
| 6M | +4.3% | +1.5% | +2.8% | +2.6% |
| YTD | +2.8% | +9.8% | -7.0% | -0.8% |
| 1Y | -5.8% | +42.6% | -48.4% | -13.8% |
| 3Y | +4.7% | +151.0% | -146.3% | -19.4% |
| 5Y | +42.7% | +167.0% | -124.3% | +6.7% |
| All | +42.7% | +165.6% | -122.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling