+322.0%
CMG vs CMI
+516.5%
-194.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | +10.9% | -12.4% | +23.3% | +15.3% |
| 3M | +15.8% | -14.8% | +30.6% | +20.8% |
| 6M | +6.9% | +0.8% | +6.1% | +4.6% |
| YTD | -2.2% | +10.2% | -12.4% | -7.5% |
| 1Y | -7.1% | +37.4% | -44.5% | -18.7% |
| 3Y | -7.1% | +153.3% | -160.4% | -35.2% |
| 5Y | -4.8% | +167.6% | -172.4% | -35.9% |
| All | +322.0% | +516.5% | -194.5% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling