+37.4%
CMI vs ALL
+29.5%
+7.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.5% |
| 7D | -0.7% | -2.3% | +1.5% | -1.5% |
| 30D | -12.4% | -0.4% | -12.0% | -12.4% |
| 3M | -14.8% | +16.0% | -30.8% | -10.3% |
| 6M | +0.8% | +24.6% | -23.8% | +7.9% |
| YTD | +10.2% | +23.7% | -13.5% | +17.7% |
| 1Y | +37.4% | +27.7% | +9.7% | +45.7% |
| All | +37.4% | +29.5% | +7.9% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling