+19,478.9%
CMI vs CP
+7,669.4%
+11,809.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | -0.7% | -2.7% | +2.0% | +0.6% |
| 30D | -13.4% | +0.2% | -13.6% | -13.6% |
| 3M | -17.0% | +2.6% | -19.6% | -18.5% |
| 6M | -1.6% | +6.0% | -7.6% | -4.9% |
| YTD | +11.0% | +24.9% | -14.0% | -1.9% |
| 1Y | +41.9% | +20.1% | +21.8% | +27.8% |
| 3Y | +151.8% | +16.4% | +135.4% | +127.4% |
| 5Y | +163.6% | +31.7% | +131.8% | +119.0% |
| 10Y | +472.9% | +223.9% | +249.1% | +186.0% |
| All | +19,478.9% | +7,669.4% | +11,809.5% | +2,539.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling