+503.2%
CMI vs BTG
+159.3%
+343.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.7% | -3.8% | +3.0% | -0.4% |
| 30D | -12.4% | +3.6% | -16.0% | -12.7% |
| 3M | -14.8% | +32.0% | -46.8% | -17.0% |
| 6M | +0.8% | +3.4% | -2.6% | -0.2% |
| YTD | +10.2% | +20.8% | -10.6% | +7.8% |
| 1Y | +37.4% | +22.4% | +15.0% | +34.0% |
| 3Y | +153.3% | +91.7% | +61.6% | +137.6% |
| 5Y | +167.6% | +79.0% | +88.6% | +150.3% |
| All | +503.2% | +159.3% | +343.9% | +471.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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