+503.2%
CMI vs BBY
+252.7%
+250.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -12.4% | +9.4% | -21.8% | -15.0% |
| 3M | -14.8% | +19.3% | -34.1% | -20.1% |
| 6M | +0.8% | +47.9% | -47.1% | -12.9% |
| YTD | +10.2% | +39.6% | -29.4% | -3.4% |
| 1Y | +37.4% | +22.2% | +15.2% | +25.4% |
| 3Y | +153.3% | +45.0% | +108.3% | +110.5% |
| 5Y | +167.6% | +2.6% | +165.0% | +141.2% |
| All | +503.2% | +252.7% | +250.5% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling