+37.4%
CMI vs CAPR
+37.0%
+0.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.2% |
| 7D | -0.7% | -11.0% | +10.2% | -0.6% |
| 30D | -12.4% | +99.8% | -112.2% | -12.8% |
| 3M | -14.8% | -66.6% | +51.8% | -14.5% |
| 6M | +0.8% | -75.1% | +75.9% | +1.3% |
| YTD | +10.2% | -71.0% | +81.2% | +10.6% |
| 1Y | +37.4% | +30.0% | +7.5% | +38.3% |
| All | +37.4% | +37.0% | +0.4% | +38.3% |
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