+19,478.9%
CMI vs CPB
+325.7%
+19,153.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.4% | +6.2% | +3.7% |
| 7D | -0.7% | -8.6% | +7.9% | +1.7% |
| 30D | -13.4% | -7.2% | -6.2% | -11.9% |
| 3M | -17.0% | +0.9% | -17.9% | -18.2% |
| 6M | -1.6% | -11.8% | +10.2% | +0.3% |
| YTD | +11.0% | -19.4% | +30.4% | +15.7% |
| 1Y | +41.9% | -30.4% | +72.3% | +53.9% |
| 3Y | +151.8% | -40.2% | +192.0% | +180.7% |
| 5Y | +163.6% | -39.5% | +203.1% | +188.9% |
| 10Y | +472.9% | -47.4% | +520.3% | +524.0% |
| All | +19,478.9% | +325.7% | +19,153.2% | +12,095.7% |
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