-33.6%
CMI vs D
+11.4%
-45.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.8% |
| 7D | -1.8% | -2.4% | +0.6% | -2.6% |
| 30D | -12.2% | +9.0% | -21.2% | -9.9% |
| 3M | -26.5% | +1.0% | -27.5% | -26.4% |
| 6M | -33.6% | +11.0% | -44.6% | -31.9% |
| All | -33.6% | +11.4% | -45.0% | -31.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling