+170.3%
CMI vs CP
+31.5%
+138.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.4% |
| 7D | +1.9% | +2.4% | -0.5% | +0.6% |
| 30D | -12.5% | -0.5% | -12.0% | -12.3% |
| 3M | -16.2% | +1.4% | -17.6% | -17.2% |
| 6M | +4.9% | +10.3% | -5.5% | -0.8% |
| YTD | +11.1% | +24.3% | -13.2% | -1.2% |
| 1Y | +43.4% | +20.4% | +22.9% | +29.2% |
| 3Y | +154.1% | +21.8% | +132.3% | +123.4% |
| All | +170.3% | +31.5% | +138.8% | +110.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling