+315.5%
CMI vs DT
+100.3%
+215.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.5% |
| 30D | -12.4% | +3.0% | -15.4% | -12.9% |
| 3M | -14.8% | +26.5% | -41.3% | -18.0% |
| 6M | +0.8% | +35.9% | -35.1% | -4.8% |
| YTD | +10.2% | +17.8% | -7.6% | +6.2% |
| 1Y | +37.4% | +4.1% | +33.4% | +35.0% |
| 3Y | +153.3% | +5.3% | +148.0% | +145.7% |
| 5Y | +167.6% | -27.2% | +194.8% | +164.9% |
| All | +315.5% | +100.3% | +215.2% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling