+503.8%
CMI vs CF
+589.1%
-85.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -12.5% | +18.1% | -30.6% | -15.9% |
| 3M | -16.2% | +23.4% | -39.6% | -20.6% |
| 6M | +4.9% | +17.1% | -12.2% | -1.5% |
| YTD | +11.1% | +76.2% | -65.1% | -6.4% |
| 1Y | +43.4% | +62.3% | -18.9% | +22.8% |
| 3Y | +154.1% | +71.8% | +82.2% | +109.5% |
| 5Y | +169.5% | +234.6% | -65.1% | +70.1% |
| 10Y | +503.8% | +574.3% | -70.5% | +209.2% |
| All | +503.8% | +589.1% | -85.3% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling