+41.9%
CMI vs BN
-6.5%
+48.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -0.7% | -2.5% | +1.7% | +0.5% |
| 30D | -13.4% | -9.5% | -3.9% | -9.1% |
| 3M | -17.0% | -10.4% | -6.6% | -12.5% |
| 6M | -1.6% | -6.4% | +4.7% | +0.2% |
| YTD | +11.0% | -11.9% | +22.8% | +15.8% |
| 1Y | +41.9% | -8.6% | +50.5% | +45.7% |
| All | +41.9% | -6.5% | +48.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling