+19,506.8%
CMI vs BN
+14,855.3%
+4,651.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.4% |
| 7D | +1.9% | -1.2% | +3.1% | +2.4% |
| 30D | -12.5% | -10.9% | -1.6% | -7.5% |
| 3M | -16.2% | -11.1% | -5.1% | -11.4% |
| 6M | +4.9% | -4.4% | +9.2% | +6.6% |
| YTD | +11.1% | -14.1% | +25.3% | +19.0% |
| 1Y | +43.4% | -11.1% | +54.4% | +50.4% |
| 3Y | +154.1% | +75.6% | +78.5% | +86.2% |
| 5Y | +169.5% | +35.8% | +133.7% | +117.3% |
| 10Y | +503.8% | +261.6% | +242.2% | +183.3% |
| All | +19,506.8% | +14,855.3% | +4,651.5% | +3,147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling