+19,506.8%
CMI vs BP
+1,362.4%
+18,144.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.0% |
| 7D | +1.9% | +0.9% | +1.0% | +1.4% |
| 30D | -12.5% | +9.1% | -21.6% | -16.2% |
| 3M | -16.2% | +3.9% | -20.1% | -18.5% |
| 6M | +4.9% | +13.6% | -8.8% | -3.4% |
| YTD | +11.1% | +34.0% | -22.9% | -5.5% |
| 1Y | +43.4% | +39.2% | +4.2% | +19.3% |
| 3Y | +154.1% | +36.4% | +117.6% | +109.2% |
| 5Y | +169.5% | +135.8% | +33.7% | +65.1% |
| 10Y | +503.8% | +125.0% | +378.8% | +242.2% |
| All | +19,506.8% | +1,362.4% | +18,144.4% | +7,218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling