+9,639.7%
CMI vs A
+442.2%
+9,197.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | +1.9% | -2.1% | +3.9% | +2.7% |
| 30D | -12.5% | +0.6% | -13.1% | -12.8% |
| 3M | -16.2% | +10.9% | -27.1% | -19.7% |
| 6M | +4.9% | +28.2% | -23.3% | -5.8% |
| YTD | +11.1% | +8.6% | +2.6% | +6.2% |
| 1Y | +43.4% | +15.5% | +27.8% | +33.5% |
| 3Y | +154.1% | +31.8% | +122.3% | +122.2% |
| 5Y | +169.5% | -14.9% | +184.4% | +170.5% |
| 10Y | +503.8% | +237.8% | +266.0% | +257.4% |
| All | +9,639.7% | +442.2% | +9,197.4% | +3,779.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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