+114.3%
CMI vs D
+14.3%
+100.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -9.3% | +2.4% | -11.7% | -9.8% |
| 30D | -13.2% | +10.9% | -24.1% | -15.2% |
| 3M | -28.2% | +2.8% | -31.0% | -28.7% |
| 6M | -32.7% | +12.7% | -45.4% | -34.9% |
| YTD | -10.1% | +20.3% | -30.4% | -14.6% |
| 1Y | -4.9% | +17.1% | -22.0% | -9.1% |
| 3Y | +120.4% | +75.1% | +45.2% | +85.5% |
| 5Y | +114.3% | +13.1% | +101.1% | +100.7% |
| All | +114.3% | +14.3% | +100.0% | +100.7% |
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