+165.0%
CMI vs BBY
+1.5%
+163.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.4% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -12.4% | +9.4% | -21.8% | -14.7% |
| 3M | -14.8% | +19.3% | -34.1% | -19.4% |
| 6M | +0.8% | +47.9% | -47.1% | -11.4% |
| YTD | +10.2% | +39.6% | -29.4% | -1.8% |
| 1Y | +37.4% | +22.2% | +15.2% | +27.2% |
| 3Y | +153.3% | +45.0% | +108.3% | +114.0% |
| All | +165.0% | +1.5% | +163.5% | +126.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling