+335.6%
CMI vs CF
+478.3%
-142.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +1.5% | +5.4% | -3.8% | +0.4% |
| 30D | -14.0% | +6.5% | -20.5% | -15.3% |
| 3M | -28.3% | +4.6% | -33.0% | -29.4% |
| 6M | -34.9% | -3.3% | -31.6% | -35.2% |
| YTD | -9.9% | +63.9% | -73.8% | -23.2% |
| 1Y | -3.6% | +50.4% | -54.1% | -16.2% |
| 3Y | +120.9% | +68.2% | +52.7% | +81.9% |
| 5Y | +116.1% | +113.8% | +2.2% | +55.7% |
| All | +335.6% | +478.3% | -142.6% | +130.3% |
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