+1,814.7%
CMI vs BIL
+30.4%
+1,784.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +3.1% |
| 7D | -0.7% | +0.1% | -0.8% | +0.1% |
| 30D | -13.4% | +0.3% | -13.8% | -10.8% |
| 3M | -17.0% | +0.9% | -17.9% | -9.6% |
| 6M | -1.6% | +1.8% | -3.5% | +15.9% |
| YTD | +11.0% | +2.4% | +8.5% | +37.9% |
| 1Y | +41.9% | +3.7% | +38.2% | +97.2% |
| 3Y | +151.8% | +14.2% | +137.6% | +736.3% |
| 5Y | +163.6% | +19.4% | +144.2% | +1,231.0% |
| 10Y | +472.9% | +25.2% | +447.7% | +4,488.7% |
| All | +1,814.7% | +30.4% | +1,784.4% | +20,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling