+3,419.7%
CLS vs CMI
+8,237.6%
-4,817.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +12.8% | +1.9% | +10.9% | +11.6% |
| 30D | +3.8% | -12.5% | +16.3% | +11.1% |
| 3M | -14.6% | -16.2% | +1.6% | -6.4% |
| 6M | +32.2% | +4.9% | +27.4% | +30.6% |
| YTD | +11.6% | +11.1% | +0.5% | +6.3% |
| 1Y | +35.1% | +43.4% | -8.3% | +13.7% |
| 3Y | +1,312.5% | +154.1% | +1,158.5% | +820.6% |
| 5Y | +3,542.1% | +169.5% | +3,372.6% | +2,197.9% |
| 10Y | +2,944.0% | +503.8% | +2,440.2% | +1,202.4% |
| All | +3,419.7% | +8,237.6% | -4,817.9% | +222.3% |
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 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