+117.4%
CMI vs IP
+13.9%
+103.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -10.0% | -5.1% | -4.9% | -8.9% |
| 30D | -13.0% | +8.5% | -21.5% | -14.9% |
| 3M | -29.9% | -13.8% | -16.0% | -27.4% |
| 6M | -36.7% | +5.7% | -42.4% | -38.3% |
| YTD | -10.9% | -9.1% | -1.8% | -10.1% |
| 1Y | -1.3% | -0.8% | -0.5% | -2.8% |
| 3Y | +117.4% | +14.8% | +102.6% | +119.8% |
| All | +117.4% | +13.9% | +103.5% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling