+3,280.1%
CMI vs CF
+5,310.1%
-2,030.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.7% |
| 7D | -6.8% | -0.9% | -5.9% | -6.7% |
| 30D | -10.9% | +6.9% | -17.8% | -13.3% |
| 3M | -27.3% | +4.8% | -32.2% | -29.4% |
| 6M | -30.9% | +4.7% | -35.5% | -33.5% |
| YTD | -7.7% | +56.5% | -64.2% | -26.2% |
| 1Y | 0.0% | +48.4% | -48.4% | -18.6% |
| 3Y | +130.1% | +59.1% | +70.9% | +75.8% |
| 5Y | +121.5% | +109.5% | +11.9% | +39.9% |
| 10Y | +339.4% | +487.0% | -147.6% | +56.5% |
| All | +3,280.1% | +5,310.1% | -2,030.0% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling