+152.4%
CMI vs CAPR
+36.9%
+115.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -1.2% |
| 7D | +0.7% | -12.6% | +13.3% | +0.9% |
| 30D | -12.3% | +124.4% | -136.7% | -13.3% |
| 3M | -16.8% | -66.8% | +50.0% | -16.3% |
| 6M | +1.5% | -71.8% | +73.3% | +2.2% |
| YTD | +9.8% | -70.1% | +79.9% | +10.4% |
| 1Y | +42.6% | +33.3% | +9.2% | +38.0% |
| All | +152.4% | +36.9% | +115.5% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling