+3,161.3%
CMI vs CF
+5,315.1%
-2,153.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -10.0% | -3.2% | -6.8% | -9.1% |
| 30D | -13.0% | +4.3% | -17.3% | -14.6% |
| 3M | -29.9% | +2.8% | -32.7% | -31.3% |
| 6M | -36.7% | +0.6% | -37.3% | -38.2% |
| YTD | -10.9% | +56.6% | -67.6% | -28.8% |
| 1Y | -1.3% | +49.6% | -50.9% | -19.9% |
| 3Y | +117.4% | +61.5% | +55.9% | +65.1% |
| 5Y | +112.9% | +124.0% | -11.1% | +30.8% |
| 10Y | +366.7% | +573.2% | -206.5% | +56.4% |
| All | +3,161.3% | +5,315.1% | -2,153.8% | +303.4% |
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