+10,226.2%
CMI vs BB
+261.2%
+9,965.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.7% | +1.8% | -1.1% | +0.4% |
| 30D | -12.3% | -12.2% | -0.1% | -10.8% |
| 3M | -16.8% | -12.3% | -4.5% | -15.9% |
| 6M | +1.5% | +122.7% | -121.2% | -11.0% |
| YTD | +9.8% | +104.5% | -94.7% | -2.6% |
| 1Y | +42.6% | +106.7% | -64.1% | +25.7% |
| 3Y | +151.0% | +70.0% | +81.0% | +118.2% |
| 5Y | +167.0% | -27.8% | +194.8% | +152.9% |
| 10Y | +512.2% | +2.4% | +509.8% | +370.0% |
| All | +10,226.2% | +261.2% | +9,965.0% | +7,932.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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