+16,075.0%
CMI vs D
+2,429.9%
+13,645.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -1.8% | -2.4% | +0.6% | -0.7% |
| 30D | -12.2% | +9.0% | -21.2% | -16.3% |
| 3M | -26.5% | +1.0% | -27.5% | -27.3% |
| 6M | -33.6% | +11.0% | -44.6% | -37.9% |
| YTD | -8.3% | +19.8% | -28.1% | -17.7% |
| 1Y | -1.3% | +16.0% | -17.2% | -10.2% |
| 3Y | +124.8% | +74.4% | +50.4% | +61.1% |
| 5Y | +119.9% | +13.5% | +106.3% | +92.4% |
| 10Y | +335.9% | +48.4% | +287.5% | +204.7% |
| All | +16,075.0% | +2,429.9% | +13,645.0% | +2,943.6% |
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