+167.0%
CMI vs BIL
+19.4%
+147.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +1.2% |
| 30D | -12.3% | +0.3% | -12.6% | -10.4% |
| 3M | -16.8% | +0.9% | -17.7% | -10.9% |
| 6M | +1.5% | +1.8% | -0.3% | +14.5% |
| YTD | +9.8% | +2.5% | +7.3% | +28.4% |
| 1Y | +42.6% | +3.7% | +38.9% | +79.4% |
| 3Y | +151.0% | +14.1% | +136.9% | +357.5% |
| 5Y | +167.0% | +19.4% | +147.6% | +416.6% |
| All | +167.0% | +19.4% | +147.6% | +416.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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