+168.9%
CMI vs IP
-17.2%
+186.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.1% |
| 7D | -0.7% | -5.3% | +4.5% | +1.0% |
| 30D | -13.4% | -10.9% | -2.6% | -10.2% |
| 3M | -17.0% | +11.2% | -28.2% | -20.7% |
| 6M | -1.6% | -10.2% | +8.6% | +0.6% |
| YTD | +11.0% | -2.0% | +13.0% | +9.6% |
| 1Y | +41.9% | -19.1% | +61.0% | +49.0% |
| 3Y | +151.8% | +20.9% | +131.0% | +116.5% |
| All | +168.9% | -17.2% | +186.1% | +173.0% |
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 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