+503.2%
CMI vs CAPR
-78.4%
+581.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.7% | -11.0% | +10.2% | -0.5% |
| 30D | -12.4% | +99.8% | -112.2% | -13.7% |
| 3M | -14.8% | -66.6% | +51.8% | -14.2% |
| 6M | +0.8% | -75.1% | +75.9% | +1.9% |
| YTD | +10.2% | -71.0% | +81.2% | +11.1% |
| 1Y | +37.4% | +30.0% | +7.5% | +30.3% |
| 3Y | +153.3% | +29.0% | +124.3% | +133.3% |
| 5Y | +167.6% | +70.8% | +96.8% | +142.3% |
| All | +503.2% | -78.4% | +581.6% | +427.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling