+164.4%
CMI vs BEN
+36.2%
+128.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.2% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -12.8% | +0.9% | -13.7% | -13.2% |
| 3M | -12.4% | +9.2% | -21.6% | -16.0% |
| 6M | -0.9% | +36.8% | -37.7% | -14.3% |
| YTD | +8.9% | +44.4% | -35.5% | -8.1% |
| 1Y | +37.7% | +45.8% | -8.1% | +15.3% |
| 3Y | +148.9% | +52.5% | +96.3% | +97.5% |
| 5Y | +164.4% | +37.7% | +126.7% | +109.1% |
| All | +164.4% | +36.2% | +128.1% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling