+167.5%
CMI vs BTDR
+15.3%
+152.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.0% |
| 30D | -12.8% | +32.7% | -45.5% | -14.5% |
| 3M | -12.4% | -28.4% | +15.9% | -11.4% |
| 6M | -0.9% | +51.7% | -52.6% | -4.2% |
| YTD | +8.9% | +2.9% | +6.0% | +7.1% |
| 1Y | +37.7% | -15.5% | +53.2% | +35.3% |
| 3Y | +148.9% | 0.0% | +148.9% | +133.9% |
| 5Y | +164.4% | +16.5% | +147.9% | +145.9% |
| All | +167.5% | +15.3% | +152.2% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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