+167.0%
CMI vs CNP
+70.6%
+96.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -12.3% | -0.1% | -12.2% | -12.3% |
| 3M | -16.8% | -5.6% | -11.2% | -15.6% |
| 6M | +1.5% | -7.5% | +9.0% | +3.4% |
| YTD | +9.8% | +5.5% | +4.3% | +6.7% |
| 1Y | +42.6% | +8.3% | +34.2% | +36.9% |
| 3Y | +151.0% | +51.8% | +99.2% | +107.2% |
| 5Y | +167.0% | +69.9% | +97.1% | +107.3% |
| All | +167.0% | +70.6% | +96.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling