+503.2%
CMI vs BEN
+56.6%
+446.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | -0.7% | -3.1% | +2.4% | +0.8% |
| 30D | -12.4% | +0.2% | -12.6% | -12.5% |
| 3M | -14.8% | +6.8% | -21.6% | -17.7% |
| 6M | +0.8% | +38.1% | -37.3% | -14.2% |
| YTD | +10.2% | +44.3% | -34.2% | -8.2% |
| 1Y | +37.4% | +42.6% | -5.1% | +14.7% |
| 3Y | +153.3% | +52.3% | +101.0% | +98.3% |
| 5Y | +167.6% | +37.6% | +130.0% | +112.8% |
| All | +503.2% | +56.6% | +446.6% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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