+126.4%
CMI vs CP
+35.8%
+90.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -12.2% | +9.6% | -21.9% | -16.4% |
| 3M | -26.5% | +2.2% | -28.8% | -27.5% |
| 6M | -33.6% | +11.1% | -44.7% | -37.7% |
| YTD | -8.3% | +28.2% | -36.5% | -20.1% |
| 1Y | -1.3% | +32.2% | -33.4% | -15.3% |
| All | +126.4% | +35.8% | +90.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling