+0.8%
CMI vs BBY
+44.0%
-43.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.5% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | -12.4% | +9.4% | -21.8% | -11.4% |
| 3M | -14.8% | +19.3% | -34.1% | -13.2% |
| 6M | +0.8% | +47.9% | -47.1% | +2.7% |
| All | +0.8% | +44.0% | -43.2% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling