+153.3%
CMI vs BP
+38.9%
+114.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | +5.2% | -5.9% | -1.9% |
| 30D | -12.4% | +8.7% | -21.1% | -14.2% |
| 3M | -14.8% | +9.3% | -24.1% | -16.8% |
| 6M | +0.8% | +13.6% | -12.8% | -4.3% |
| YTD | +10.2% | +37.7% | -27.5% | -3.0% |
| 1Y | +37.4% | +40.6% | -3.2% | +19.7% |
| 3Y | +153.3% | +40.3% | +112.9% | +110.2% |
| All | +153.3% | +38.9% | +114.4% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling