+19,506.8%
CMI vs BEN
+4,901.8%
+14,605.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | +1.9% | +4.7% | -2.8% | -0.3% |
| 30D | -12.5% | +2.6% | -15.1% | -13.6% |
| 3M | -16.2% | +11.5% | -27.7% | -20.6% |
| 6M | +4.9% | +35.3% | -30.5% | -9.7% |
| YTD | +11.1% | +48.6% | -37.5% | -8.6% |
| 1Y | +43.4% | +46.7% | -3.3% | +18.2% |
| 3Y | +154.1% | +57.0% | +97.0% | +96.8% |
| 5Y | +169.5% | +41.8% | +127.7% | +112.6% |
| 10Y | +503.8% | +55.2% | +448.6% | +326.1% |
| All | +19,506.8% | +4,901.8% | +14,605.0% | +6,057.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling