+153.3%
CMI vs BR
-5.3%
+158.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.6% |
| 30D | -12.4% | -0.3% | -12.1% | -12.5% |
| 3M | -14.8% | +17.3% | -32.1% | -16.6% |
| 6M | +0.8% | -6.7% | +7.5% | +4.6% |
| YTD | +10.2% | -23.4% | +33.6% | +23.7% |
| 1Y | +37.4% | -32.7% | +70.1% | +65.0% |
| 3Y | +153.3% | -5.9% | +159.2% | +167.0% |
| All | +153.3% | -5.3% | +158.6% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling