+7,715.0%
CME vs CMI
+9,977.7%
-2,262.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +3.9% | +0.5% | +3.5% | +3.7% |
| 30D | +11.3% | -14.0% | +25.4% | +16.8% |
| 3M | +19.6% | -28.1% | +47.7% | +33.1% |
| 6M | +8.1% | -35.8% | +43.9% | +23.4% |
| YTD | +20.4% | -10.5% | +30.9% | +20.0% |
| 1Y | +16.5% | -1.9% | +18.4% | +11.9% |
| 3Y | +66.4% | +121.0% | -54.5% | +12.6% |
| 5Y | +74.5% | +114.6% | -40.1% | +16.1% |
| 10Y | +308.5% | +325.5% | -17.0% | +97.0% |
| All | +7,715.0% | +9,977.7% | -2,262.7% | +1,100.5% |
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