+37.7%
CMI vs D
+15.9%
+21.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.8% | -1.6% | +2.5% | +0.7% |
| 30D | -12.8% | -3.5% | -9.3% | -13.1% |
| 3M | -12.4% | -1.6% | -10.8% | -12.7% |
| 6M | -0.9% | +5.8% | -6.7% | -1.0% |
| YTD | +8.9% | +14.5% | -5.6% | +9.6% |
| 1Y | +37.7% | +14.2% | +23.6% | +38.5% |
| All | +37.7% | +15.9% | +21.8% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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