+15,688.1%
CMI vs CPB
+359.2%
+15,328.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.6% |
| 7D | +0.5% | -1.6% | +2.0% | +0.9% |
| 30D | -14.0% | +19.2% | -33.2% | -18.5% |
| 3M | -28.1% | -0.9% | -27.2% | -28.6% |
| 6M | -35.8% | +15.2% | -51.1% | -39.6% |
| YTD | -10.5% | -13.1% | +2.6% | -9.2% |
| 1Y | -1.9% | -22.4% | +20.6% | +2.8% |
| 3Y | +121.0% | -35.3% | +156.3% | +139.9% |
| 5Y | +114.6% | -33.0% | +147.5% | +126.9% |
| 10Y | +325.5% | -39.2% | +364.6% | +340.1% |
| All | +15,688.1% | +359.2% | +15,328.9% | +9,466.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling