+114.8%
CMI vs CPB
-33.2%
+148.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.8% |
| 7D | +0.5% | -1.6% | +2.0% | +0.5% |
| 30D | -14.0% | +19.2% | -33.2% | -14.6% |
| 3M | -28.1% | -0.9% | -27.2% | -28.0% |
| 6M | -35.8% | +15.2% | -51.1% | -36.8% |
| YTD | -10.5% | -13.1% | +2.6% | -8.6% |
| 1Y | -1.9% | -22.4% | +20.6% | +2.1% |
| 3Y | +121.0% | -35.3% | +156.3% | +133.9% |
| All | +114.8% | -33.2% | +148.1% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling