+5,393.0%
CL vs CMI
+16,427.7%
-11,034.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.9% |
| 7D | +0.5% | -6.8% | +7.3% | +1.5% |
| 30D | +11.6% | -10.9% | +22.5% | +13.3% |
| 3M | +5.6% | -27.3% | +32.9% | +10.5% |
| 6M | +13.2% | -30.9% | +44.0% | +18.6% |
| YTD | +26.9% | -7.7% | +34.6% | +26.6% |
| 1Y | +27.3% | 0.0% | +27.3% | +25.3% |
| 3Y | +39.7% | +130.1% | -90.4% | +18.7% |
| 5Y | +41.3% | +121.5% | -80.1% | +19.7% |
| 10Y | +76.3% | +339.4% | -263.1% | +30.6% |
| All | +5,393.0% | +16,427.7% | -11,034.7% | +1,618.0% |
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