+503.2%
CMI vs BN
+265.2%
+238.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.7% | -5.2% | +4.5% | +2.0% |
| 30D | -12.4% | -14.5% | +2.1% | -5.3% |
| 3M | -14.8% | -15.0% | +0.2% | -7.8% |
| 6M | +0.8% | -5.4% | +6.2% | +3.0% |
| YTD | +10.2% | -16.4% | +26.6% | +19.7% |
| 1Y | +37.4% | -16.2% | +53.7% | +48.6% |
| 3Y | +153.3% | +67.5% | +85.8% | +90.0% |
| 5Y | +167.6% | +34.1% | +133.5% | +117.7% |
| All | +503.2% | +265.2% | +238.0% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling