+116.1%
CMI vs CAPR
+192.6%
-76.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.7% | +7.0% | -1.6% |
| 7D | +1.5% | +19.1% | -17.5% | +1.2% |
| 30D | -14.0% | +48.8% | -62.8% | -14.5% |
| 3M | -28.3% | +144.4% | -172.7% | -29.5% |
| 6M | -34.9% | -67.5% | +32.6% | -34.6% |
| YTD | -9.9% | -64.5% | +54.6% | -9.6% |
| 1Y | -3.6% | +74.4% | -78.1% | -8.1% |
| 3Y | +120.9% | +265.7% | -144.8% | +90.0% |
| 5Y | +116.1% | +196.0% | -79.9% | +81.5% |
| All | +116.1% | +192.6% | -76.5% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling