+503.2%
CMI vs BG
+166.7%
+336.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | -0.7% | +3.1% | -3.8% | -1.6% |
| 30D | -12.4% | +10.2% | -22.6% | -15.0% |
| 3M | -14.8% | -1.7% | -13.1% | -14.8% |
| 6M | +0.8% | +1.0% | -0.2% | -0.5% |
| YTD | +10.2% | +39.9% | -29.7% | -1.4% |
| 1Y | +37.4% | +53.2% | -15.8% | +19.0% |
| 3Y | +153.3% | +16.3% | +137.0% | +134.5% |
| 5Y | +167.6% | +83.9% | +83.7% | +108.3% |
| All | +503.2% | +166.7% | +336.5% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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