+19,478.9%
CMI vs D
+2,347.4%
+17,131.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.5% |
| 30D | -13.4% | -2.6% | -10.9% | -12.3% |
| 3M | -17.0% | 0.0% | -17.0% | -17.3% |
| 6M | -1.6% | +7.4% | -9.0% | -6.1% |
| YTD | +11.0% | +15.9% | -4.9% | +1.8% |
| 1Y | +41.9% | +18.1% | +23.8% | +28.3% |
| 3Y | +151.8% | +58.4% | +93.4% | +89.7% |
| 5Y | +163.6% | +5.2% | +158.4% | +140.9% |
| 10Y | +472.9% | +35.9% | +437.1% | +321.6% |
| All | +19,478.9% | +2,347.4% | +17,131.5% | +3,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling