+1,912.6%
CMI vs CAPR
-99.0%
+2,011.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.9% | +6.2% | -0.6% |
| 7D | +0.5% | +5.9% | -5.4% | +0.4% |
| 30D | -14.0% | +44.6% | -58.6% | -14.5% |
| 3M | -28.1% | +126.4% | -154.5% | -29.1% |
| 6M | -35.8% | -68.6% | +32.7% | -35.6% |
| YTD | -10.5% | -67.0% | +56.5% | -10.3% |
| 1Y | -1.9% | +65.2% | -67.0% | -6.0% |
| 3Y | +121.0% | +235.6% | -114.6% | +106.5% |
| 5Y | +114.6% | +175.4% | -60.9% | +99.6% |
| 10Y | +325.5% | -65.0% | +390.4% | +283.2% |
| All | +1,912.6% | -99.0% | +2,011.6% | +1,608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling