+2,395.8%
CMI vs CAPR
-99.1%
+2,494.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.8% |
| 7D | -0.7% | -2.0% | +1.3% | -0.7% |
| 30D | -13.4% | +139.2% | -152.6% | -14.6% |
| 3M | -17.0% | -66.4% | +49.4% | -16.6% |
| 6M | -1.6% | -63.1% | +61.5% | -1.3% |
| YTD | +11.0% | -67.4% | +78.4% | +11.5% |
| 1Y | +41.9% | +58.2% | -16.3% | +36.0% |
| 3Y | +151.8% | +42.2% | +109.6% | +137.9% |
| 5Y | +163.6% | +87.3% | +76.3% | +146.6% |
| 10Y | +472.9% | -75.3% | +548.2% | +417.7% |
| All | +2,395.8% | -99.1% | +2,494.8% | +2,022.8% |
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