+114.8%
CMI vs IP
-13.5%
+128.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -1.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -14.0% | +7.9% | -22.0% | -16.3% |
| 3M | -28.1% | -15.3% | -12.8% | -24.5% |
| 6M | -35.8% | +10.5% | -46.3% | -39.0% |
| YTD | -10.5% | -9.4% | -1.1% | -9.7% |
| 1Y | -1.9% | -4.6% | +2.8% | -2.9% |
| 3Y | +121.0% | +21.2% | +99.7% | +85.7% |
| All | +114.8% | -13.5% | +128.4% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling