+164.4%
CMI vs BN
+30.5%
+133.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | +0.8% | -5.9% | +6.7% | +3.8% |
| 30D | -12.8% | -15.1% | +2.3% | -5.7% |
| 3M | -12.4% | -14.6% | +2.1% | -5.8% |
| 6M | -0.9% | -8.4% | +7.5% | +2.8% |
| YTD | +8.9% | -16.8% | +25.7% | +18.0% |
| 1Y | +37.7% | -14.4% | +52.1% | +46.7% |
| 3Y | +148.9% | +70.1% | +78.8% | +92.6% |
| 5Y | +164.4% | +33.5% | +130.8% | +121.2% |
| All | +164.4% | +30.5% | +133.8% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling