-3.6%
CMI vs CP
+33.3%
-36.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +1.5% | +0.9% | +0.6% | +1.1% |
| 30D | -14.0% | +10.3% | -24.3% | -18.0% |
| 3M | -28.3% | +2.3% | -30.6% | -29.1% |
| 6M | -34.9% | +10.7% | -45.6% | -39.0% |
| YTD | -9.9% | +29.3% | -39.2% | -22.1% |
| 1Y | -3.6% | +31.5% | -35.1% | -18.0% |
| All | -3.6% | +33.3% | -36.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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