+150.2%
CMI vs DT
+8.0%
+142.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +0.8% | -2.5% | +3.4% | +1.1% |
| 30D | -12.8% | +3.5% | -16.3% | -13.1% |
| 3M | -12.4% | +26.7% | -39.2% | -14.8% |
| 6M | -0.9% | +36.1% | -37.0% | -5.2% |
| YTD | +8.9% | +18.6% | -9.8% | +6.9% |
| 1Y | +37.7% | +7.9% | +29.8% | +37.9% |
| All | +150.2% | +8.0% | +142.2% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling