+7,463.6%
CI vs CMI
+19,768.2%
-12,304.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.1% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +4.4% | -13.4% | +17.9% | +8.6% |
| 3M | +0.7% | -17.0% | +17.7% | +5.2% |
| 6M | +0.3% | -1.6% | +2.0% | -0.7% |
| YTD | +3.8% | +11.0% | -7.2% | -1.3% |
| 1Y | -5.5% | +41.9% | -47.4% | -16.8% |
| 3Y | +8.1% | +151.8% | -143.7% | -21.4% |
| 5Y | +42.8% | +163.6% | -120.8% | +1.0% |
| 10Y | +143.9% | +472.9% | -329.0% | +36.9% |
| All | +7,463.6% | +19,768.2% | -12,304.6% | +1,453.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling