+503.2%
CMI vs CNC
+99.9%
+403.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +1.0% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -12.4% | -1.0% | -11.4% | -12.3% |
| 3M | -14.8% | +4.5% | -19.3% | -15.7% |
| 6M | +0.8% | +85.2% | -84.4% | -10.5% |
| YTD | +10.2% | +61.4% | -51.2% | -0.5% |
| 1Y | +37.4% | +94.9% | -57.5% | +19.1% |
| 3Y | +153.3% | 0.0% | +153.3% | +138.8% |
| 5Y | +167.6% | +11.2% | +156.4% | +138.9% |
| All | +503.2% | +99.9% | +403.3% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling