-2.3%
CMI vs IP
-2.1%
-0.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.0% |
| 7D | -6.8% | -3.0% | -3.8% | -6.2% |
| 30D | -10.9% | +10.6% | -21.5% | -13.1% |
| 3M | -27.3% | -13.6% | -13.7% | -24.9% |
| 6M | -30.9% | +10.4% | -41.3% | -33.7% |
| YTD | -7.7% | -6.5% | -1.2% | -6.4% |
| All | -2.3% | -2.1% | -0.2% | -3.0% |
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