+7,895.4%
CI vs CMI
+15,921.4%
-8,026.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +2.6% | -14.0% | +16.6% | +6.7% |
| 3M | +7.4% | -28.1% | +35.6% | +17.2% |
| 6M | -0.1% | -35.8% | +35.7% | +11.5% |
| YTD | +9.7% | -10.5% | +20.2% | +10.3% |
| 1Y | +12.1% | -1.9% | +14.0% | +9.6% |
| 3Y | +7.0% | +121.0% | -114.0% | -19.6% |
| 5Y | +49.7% | +114.6% | -64.9% | +11.8% |
| 10Y | +147.2% | +325.5% | -178.2% | +50.3% |
| All | +7,895.4% | +15,921.4% | -8,026.0% | +1,637.5% |
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