+9,360.2%
CMI vs BG
+1,169.9%
+8,190.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.9% |
| 7D | -0.7% | +3.1% | -3.8% | -2.0% |
| 30D | -12.4% | +10.2% | -22.6% | -15.9% |
| 3M | -14.8% | -1.7% | -13.1% | -14.9% |
| 6M | +0.8% | +1.0% | -0.2% | -1.0% |
| YTD | +10.2% | +39.9% | -29.7% | -5.0% |
| 1Y | +37.4% | +53.2% | -15.8% | +13.4% |
| 3Y | +153.3% | +16.3% | +137.0% | +127.7% |
| 5Y | +167.6% | +83.9% | +83.7% | +92.3% |
| 10Y | +514.4% | +165.1% | +349.2% | +243.7% |
| All | +9,360.2% | +1,169.9% | +8,190.3% | +3,863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling