+1,914.6%
CLS vs CMI
+320.3%
+1,594.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.9% |
| 7D | +16.3% | +0.5% | +15.8% | +16.0% |
| 30D | -25.7% | -14.0% | -11.6% | -16.1% |
| 3M | -30.9% | -28.1% | -2.7% | -11.0% |
| 6M | -35.5% | -35.8% | +0.3% | -10.0% |
| YTD | -18.7% | -10.5% | -8.2% | -10.8% |
| 1Y | -17.9% | -1.9% | -16.0% | -15.2% |
| 3Y | +838.1% | +121.0% | +717.1% | +478.1% |
| 5Y | +1,971.9% | +114.6% | +1,857.3% | +1,180.2% |
| All | +1,914.6% | +320.3% | +1,594.3% | +786.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling