-0.9%
CMI vs DT
+32.7%
-33.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.5% |
| 7D | +0.8% | -2.5% | +3.4% | +0.4% |
| 30D | -12.8% | +3.5% | -16.3% | -12.0% |
| 3M | -12.4% | +26.7% | -39.2% | -6.7% |
| 6M | -0.9% | +36.1% | -37.0% | +9.0% |
| All | -0.9% | +32.7% | -33.6% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling