+350.7%
CMI vs IR
+271.1%
+79.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | -4.5% | +3.8% | +1.5% |
| 30D | -12.4% | -13.9% | +1.5% | -5.8% |
| 3M | -14.8% | -0.3% | -14.4% | -15.1% |
| 6M | +0.8% | -14.3% | +15.1% | +8.0% |
| YTD | +10.2% | -7.9% | +18.1% | +13.9% |
| 1Y | +37.4% | -9.9% | +47.3% | +43.3% |
| 3Y | +153.3% | +6.5% | +146.7% | +138.7% |
| 5Y | +167.6% | +34.0% | +133.6% | +122.3% |
| All | +350.7% | +271.1% | +79.6% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling