+11.7%
CMI vs BP
+35.3%
-23.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -5.9% |
| 7D | -11.2% | -8.4% | -2.8% | -11.5% |
| 30D | -9.8% | +2.2% | -12.1% | -9.7% |
| 3M | -25.5% | +8.8% | -34.3% | -25.1% |
| 6M | -27.7% | -0.5% | -27.1% | -27.1% |
| YTD | -6.6% | +36.2% | -42.8% | -12.5% |
| 1Y | +11.7% | +36.6% | -24.9% | +5.2% |
| All | +11.7% | +35.3% | -23.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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