+49.3%
CI vs CMI
+115.6%
-66.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | -1.7% | +1.5% | -3.2% | -1.9% |
| 30D | +4.9% | -14.0% | +18.8% | +6.6% |
| 3M | +7.4% | -28.3% | +35.7% | +11.6% |
| 6M | +0.4% | -34.9% | +35.3% | +5.3% |
| YTD | +9.5% | -9.9% | +19.3% | +8.1% |
| 1Y | +12.0% | -3.6% | +15.6% | +9.2% |
| 3Y | +7.1% | +120.9% | -113.9% | -16.6% |
| 5Y | +49.3% | +116.1% | -66.8% | +20.7% |
| All | +49.3% | +115.6% | -66.3% | +20.7% |
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