+1,082.4%
CMI vs BTG
+371.8%
+710.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +0.8% | -5.5% | +6.3% | +1.3% |
| 30D | -12.8% | +6.1% | -18.9% | -13.3% |
| 3M | -12.4% | +38.6% | -51.1% | -15.2% |
| 6M | -0.9% | +0.7% | -1.6% | -1.6% |
| YTD | +8.9% | +20.3% | -11.5% | +6.3% |
| 1Y | +37.7% | +25.0% | +12.7% | +33.6% |
| 3Y | +148.9% | +97.3% | +51.5% | +129.8% |
| 5Y | +164.4% | +78.3% | +86.0% | +143.4% |
| 10Y | +506.9% | +151.6% | +355.3% | +417.9% |
| All | +1,082.4% | +371.8% | +710.6% | +863.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling