+121.0%
CMI vs IR
+25.2%
+95.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +0.5% | +2.5% | -2.0% | -0.8% |
| 30D | -14.0% | +9.2% | -23.2% | -18.1% |
| 3M | -28.1% | +0.9% | -29.1% | -28.7% |
| 6M | -35.8% | +19.2% | -55.1% | -42.2% |
| YTD | -10.5% | +7.5% | -18.0% | -14.8% |
| 1Y | -1.9% | +11.7% | -13.6% | -8.4% |
| 3Y | +121.0% | +23.9% | +97.1% | +92.7% |
| All | +121.0% | +25.2% | +95.8% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling