+166.6%
CMI vs BP
+137.3%
+29.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.8% |
| 7D | +0.7% | +4.0% | -3.3% | -0.5% |
| 30D | -12.3% | +7.8% | -20.1% | -14.4% |
| 3M | -16.8% | +8.4% | -25.2% | -19.3% |
| 6M | +1.5% | +15.1% | -13.5% | -4.9% |
| YTD | +9.8% | +36.4% | -26.6% | -3.8% |
| 1Y | +42.6% | +40.9% | +1.7% | +22.9% |
| 3Y | +151.0% | +38.8% | +112.1% | +113.4% |
| All | +166.6% | +137.3% | +29.4% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling