+169.5%
CMI vs D
+8.5%
+160.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -12.5% | -0.7% | -11.8% | -12.4% |
| 3M | -16.2% | +2.1% | -18.3% | -16.7% |
| 6M | +4.9% | +6.8% | -2.0% | +2.8% |
| YTD | +11.1% | +16.5% | -5.4% | +6.5% |
| 1Y | +43.4% | +19.2% | +24.2% | +36.2% |
| 3Y | +154.1% | +61.9% | +92.2% | +118.6% |
| 5Y | +169.5% | +6.5% | +162.9% | +153.3% |
| All | +169.5% | +8.5% | +160.9% | +153.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling