+165.0%
CMI vs DD
+56.1%
+108.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.7% | -3.5% | +2.8% | +1.2% |
| 30D | -12.4% | -11.7% | -0.7% | -6.3% |
| 3M | -14.8% | -9.2% | -5.5% | -10.3% |
| 6M | +0.8% | -7.2% | +8.0% | +4.8% |
| YTD | +10.2% | +6.6% | +3.6% | +6.5% |
| 1Y | +37.4% | +32.0% | +5.4% | +17.8% |
| 3Y | +153.3% | +42.1% | +111.1% | +103.4% |
| All | +165.0% | +56.1% | +108.9% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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