+15,688.1%
CMI vs CP
+7,903.1%
+7,785.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.5% | +2.1% | -1.7% | -0.6% |
| 30D | -14.0% | +9.3% | -23.4% | -18.2% |
| 3M | -28.1% | +0.5% | -28.6% | -28.6% |
| 6M | -35.8% | +10.4% | -46.3% | -39.6% |
| YTD | -10.5% | +28.7% | -39.2% | -22.3% |
| 1Y | -1.9% | +33.2% | -35.0% | -16.3% |
| 3Y | +121.0% | +38.4% | +82.6% | +81.9% |
| 5Y | +114.6% | +26.2% | +88.4% | +81.9% |
| 10Y | +325.5% | +258.4% | +67.1% | +101.0% |
| All | +15,688.1% | +7,903.1% | +7,785.0% | +1,988.8% |
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 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