+165.0%
CMI vs CPB
-41.0%
+206.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | -12.4% | -7.1% | -5.3% | -12.1% |
| 3M | -14.8% | -6.0% | -8.7% | -14.6% |
| 6M | +0.8% | -5.3% | +6.1% | +0.8% |
| YTD | +10.2% | -20.8% | +31.0% | +13.0% |
| 1Y | +37.4% | -33.8% | +71.3% | +45.3% |
| 3Y | +153.3% | -43.7% | +197.0% | +172.1% |
| All | +165.0% | -41.0% | +206.0% | +182.5% |
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