+503.6%
CMI vs IP
+23.4%
+480.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +1.8% |
| 7D | -0.7% | -5.3% | +4.5% | +1.6% |
| 30D | -13.4% | -10.9% | -2.6% | -9.2% |
| 3M | -17.0% | +11.2% | -28.2% | -21.8% |
| 6M | -1.6% | -10.2% | +8.6% | +0.8% |
| YTD | +11.0% | -2.0% | +13.0% | +8.7% |
| 1Y | +41.9% | -19.1% | +61.0% | +50.2% |
| 3Y | +151.8% | +20.9% | +131.0% | +106.7% |
| 5Y | +163.6% | -17.8% | +181.4% | +161.4% |
| All | +503.6% | +23.4% | +480.1% | +342.4% |
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