+339.4%
CMI vs IP
+31.6%
+307.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.4% |
| 7D | -6.8% | -3.0% | -3.8% | -5.6% |
| 30D | -10.9% | +10.6% | -21.5% | -14.9% |
| 3M | -27.3% | -13.6% | -13.7% | -23.1% |
| 6M | -30.9% | +10.4% | -41.3% | -35.2% |
| YTD | -7.7% | -6.5% | -1.2% | -8.3% |
| 1Y | 0.0% | -2.1% | +2.1% | -2.9% |
| 3Y | +130.1% | +22.0% | +108.1% | +86.3% |
| 5Y | +121.5% | -9.7% | +131.2% | +107.0% |
| 10Y | +339.4% | +26.8% | +312.6% | +238.8% |
| All | +339.4% | +31.6% | +307.7% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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