+19,339.2%
CMI vs BAX
+821.8%
+18,517.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.7% |
| 7D | -0.7% | -7.9% | +7.1% | +1.8% |
| 30D | -12.4% | -11.7% | -0.7% | -9.1% |
| 3M | -14.8% | +16.2% | -31.0% | -19.6% |
| 6M | +0.8% | +32.0% | -31.2% | -9.2% |
| YTD | +10.2% | +24.7% | -14.5% | 0.0% |
| 1Y | +37.4% | -2.6% | +40.1% | +33.9% |
| 3Y | +153.3% | -35.0% | +188.3% | +172.1% |
| 5Y | +167.6% | -67.6% | +235.2% | +254.4% |
| 10Y | +514.4% | -38.4% | +552.8% | +543.6% |
| All | +19,339.2% | +821.8% | +18,517.4% | +9,988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling