-1.3%
CMI vs IP
-4.7%
+3.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | -12.2% | +9.2% | -21.4% | -14.2% |
| 3M | -26.5% | -16.1% | -10.4% | -23.5% |
| 6M | -33.6% | +9.6% | -43.2% | -36.2% |
| YTD | -8.3% | -8.8% | +0.5% | -6.5% |
| 1Y | -1.3% | -5.5% | +4.3% | -1.0% |
| All | -1.3% | -4.7% | +3.5% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling