+37.4%
CMI vs BAX
-0.4%
+37.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.3% |
| 7D | -0.7% | -7.9% | +7.1% | -0.1% |
| 30D | -12.4% | -11.7% | -0.7% | -11.5% |
| 3M | -14.8% | +16.2% | -31.0% | -16.3% |
| 6M | +0.8% | +32.0% | -31.2% | -3.9% |
| YTD | +10.2% | +24.7% | -14.5% | +4.8% |
| 1Y | +37.4% | -2.6% | +40.1% | +35.3% |
| All | +37.4% | -0.4% | +37.8% | +35.3% |
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