+51.2%
CME vs CMI
+147.2%
-95.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | -0.3% |
| 7D | -2.4% | +0.8% | -3.2% | -2.3% |
| 30D | +6.2% | -12.8% | +19.0% | +4.8% |
| 3M | +4.4% | -12.4% | +16.8% | +3.1% |
| 6M | -9.6% | -0.9% | -8.8% | -9.9% |
| YTD | +3.8% | +8.9% | -5.1% | +4.1% |
| 1Y | +9.5% | +37.7% | -28.2% | +11.3% |
| All | +51.2% | +147.2% | -95.9% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling