+8,987.4%
CMI vs ALL
+3,785.0%
+5,202.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.5% | +5.0% | -4.6% | -1.8% |
| 30D | -14.0% | +13.3% | -27.4% | -19.2% |
| 3M | -28.1% | +3.2% | -31.3% | -29.8% |
| 6M | -35.8% | +25.3% | -61.2% | -43.6% |
| YTD | -10.5% | +30.5% | -41.0% | -23.6% |
| 1Y | -1.9% | +29.2% | -31.1% | -16.0% |
| 3Y | +121.0% | +119.1% | +1.9% | +43.5% |
| 5Y | +114.6% | +162.6% | -48.1% | +24.1% |
| 10Y | +325.5% | +378.8% | -53.3% | +80.7% |
| All | +8,987.4% | +3,785.0% | +5,202.4% | +1,940.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling