+15,688.1%
CMI vs BP
+1,406.2%
+14,281.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +0.5% | +3.8% | -3.3% | -1.2% |
| 30D | -14.0% | -5.3% | -8.7% | -12.0% |
| 3M | -28.1% | +9.3% | -37.4% | -31.5% |
| 6M | -35.8% | +7.2% | -43.1% | -38.9% |
| YTD | -10.5% | +38.0% | -48.5% | -25.3% |
| 1Y | -1.9% | +33.2% | -35.1% | -16.9% |
| 3Y | +121.0% | +50.3% | +70.7% | +73.7% |
| 5Y | +114.6% | +114.1% | +0.5% | +37.4% |
| 10Y | +325.5% | +140.7% | +184.7% | +132.3% |
| All | +15,688.1% | +1,406.2% | +14,281.9% | +5,687.7% |
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