-3.1%
CMG vs CMI
+164.8%
-167.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | +10.9% | -12.4% | +23.3% | +15.1% |
| 3M | +15.8% | -14.8% | +30.6% | +20.4% |
| 6M | +6.9% | +0.8% | +6.1% | +3.9% |
| YTD | -2.2% | +10.2% | -12.4% | -8.2% |
| 1Y | -7.1% | +37.4% | -44.5% | -19.7% |
| 3Y | -7.1% | +153.3% | -160.4% | -37.7% |
| All | -3.1% | +164.8% | -167.9% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling