-3.6%
CMI vs D
+15.2%
-18.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | +1.5% | -3.1% | +4.6% | +1.0% |
| 30D | -14.0% | +8.4% | -22.3% | -12.9% |
| 3M | -28.3% | +0.2% | -28.6% | -28.2% |
| 6M | -34.9% | +9.5% | -44.4% | -34.4% |
| YTD | -9.9% | +18.8% | -28.7% | -7.7% |
| 1Y | -3.6% | +14.7% | -18.3% | -1.8% |
| All | -3.6% | +15.2% | -18.8% | -1.8% |
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