+11.7%
CMI vs CG
-14.1%
+25.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.3% | -7.2% |
| 7D | -11.2% | +9.4% | -20.7% | -13.9% |
| 30D | -9.8% | +8.7% | -18.6% | -12.5% |
| 3M | -25.5% | -15.0% | -10.6% | -20.9% |
| 6M | -27.7% | -13.2% | -14.5% | -24.1% |
| YTD | -6.6% | -26.2% | +19.5% | +5.3% |
| 1Y | +11.7% | -14.1% | +25.8% | +17.3% |
| All | +11.7% | -14.1% | +25.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling