+10.9%
CMG vs CMI
+10.9%
0.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -5.8% | +11.6% | +6.2% |
| 7D | +22.5% | -11.2% | +33.7% | +23.6% |
| 30D | +14.1% | -9.8% | +23.9% | +14.8% |
| 3M | +4.1% | -25.5% | +29.6% | +7.2% |
| 6M | +10.1% | -27.7% | +37.7% | +11.6% |
| YTD | -4.9% | -6.6% | +1.8% | -6.5% |
| 1Y | +10.9% | +11.7% | -0.8% | +6.7% |
| All | +10.9% | +10.9% | 0.0% | +6.7% |
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