+11.7%
CMI vs CAPR
+47.4%
-35.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.3% | -14.0% | -5.8% |
| 7D | -11.2% | +43.2% | -54.4% | -11.4% |
| 30D | -9.8% | +14.7% | -24.5% | -9.9% |
| 3M | -25.5% | +113.9% | -139.4% | -25.9% |
| 6M | -27.7% | -73.4% | +45.7% | -27.4% |
| YTD | -6.6% | -69.1% | +62.5% | -6.4% |
| 1Y | +11.7% | +47.2% | -35.5% | +11.8% |
| All | +11.7% | +47.4% | -35.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling