+41.0%
CLS vs CMI
+39.5%
+1.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.2% | +5.3% | +5.6% |
| 7D | +10.9% | -0.7% | +11.7% | +11.6% |
| 30D | +2.1% | -12.4% | +14.5% | +13.8% |
| 3M | -10.2% | -14.8% | +4.6% | +2.4% |
| 6M | +30.4% | +0.8% | +29.6% | +31.1% |
| YTD | +17.2% | +10.2% | +7.0% | +5.0% |
| 1Y | +41.0% | +37.4% | +3.6% | +16.2% |
| All | +41.0% | +39.5% | +1.5% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling