+5,396.4%
CL vs CMI
+16,314.0%
-10,917.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | +9.5% | -12.2% | +21.8% | +11.5% |
| 3M | +6.8% | -26.5% | +33.3% | +11.5% |
| 6M | +14.3% | -33.6% | +47.9% | +20.5% |
| YTD | +27.0% | -8.3% | +35.3% | +26.8% |
| 1Y | +26.3% | -1.3% | +27.5% | +24.5% |
| 3Y | +39.3% | +124.8% | -85.5% | +18.7% |
| 5Y | +41.5% | +119.9% | -78.3% | +20.0% |
| 10Y | +84.1% | +335.9% | -251.8% | +36.5% |
| All | +5,396.4% | +16,314.0% | -10,917.6% | +1,620.7% |
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 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