+37.4%
CMI vs CPB
-33.6%
+71.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.3% |
| 7D | -0.7% | -1.8% | +1.1% | -1.1% |
| 30D | -12.4% | -7.1% | -5.3% | -13.7% |
| 3M | -14.8% | -6.0% | -8.7% | -15.2% |
| 6M | +0.8% | -5.3% | +6.1% | +1.1% |
| YTD | +10.2% | -20.8% | +31.0% | +9.2% |
| 1Y | +37.4% | -33.8% | +71.3% | +37.9% |
| All | +37.4% | -33.6% | +71.1% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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