+152.4%
CMI vs ALL
+151.8%
+0.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -12.3% | -5.6% | -6.7% | -11.9% |
| 3M | -16.8% | +17.2% | -34.0% | -19.1% |
| 6M | +1.5% | +23.2% | -21.7% | -2.4% |
| YTD | +9.8% | +23.6% | -13.8% | +5.0% |
| 1Y | +42.6% | +29.2% | +13.4% | +34.2% |
| All | +152.4% | +151.8% | +0.5% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling