+41.9%
CMI vs BAX
+9.9%
+32.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -13.4% | -5.5% | -8.0% | -13.1% |
| 3M | -17.0% | +33.5% | -50.5% | -19.7% |
| 6M | -1.6% | +35.9% | -37.5% | -6.2% |
| YTD | +11.0% | +35.4% | -24.4% | +5.2% |
| 1Y | +41.9% | +9.8% | +32.2% | +36.5% |
| All | +41.9% | +9.9% | +32.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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