+503.2%
CMI vs BR
+189.7%
+313.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -12.4% | -0.3% | -12.1% | -12.6% |
| 3M | -14.8% | +17.3% | -32.1% | -21.4% |
| 6M | +0.8% | -6.7% | +7.5% | +2.1% |
| YTD | +10.2% | -23.4% | +33.6% | +21.8% |
| 1Y | +37.4% | -32.7% | +70.1% | +61.7% |
| 3Y | +153.3% | -5.9% | +159.2% | +148.9% |
| 5Y | +167.6% | +8.4% | +159.2% | +138.8% |
| All | +503.2% | +189.7% | +313.5% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling