+503.2%
CMI vs ALL
+365.1%
+138.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.9% |
| 7D | -0.7% | -2.3% | +1.5% | +0.2% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -14.8% | +16.0% | -30.8% | -21.1% |
| 6M | +0.8% | +24.6% | -23.8% | -10.2% |
| YTD | +10.2% | +23.7% | -13.5% | -2.4% |
| 1Y | +37.4% | +27.7% | +9.7% | +19.3% |
| 3Y | +153.3% | +150.2% | +3.0% | +50.7% |
| 5Y | +167.6% | +117.1% | +50.5% | +66.2% |
| All | +503.2% | +365.1% | +138.1% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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