+11.7%
CMI vs CNC
+122.0%
-110.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +12.6% | -18.4% | -5.5% |
| 7D | -11.2% | +13.4% | -24.6% | -11.0% |
| 30D | -9.8% | +18.2% | -28.1% | -9.7% |
| 3M | -25.5% | +18.6% | -44.2% | -25.5% |
| 6M | -27.7% | +41.9% | -69.6% | -27.9% |
| YTD | -6.6% | +84.7% | -91.3% | -9.0% |
| 1Y | +11.7% | +110.5% | -98.8% | +7.8% |
| All | +11.7% | +122.0% | -110.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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