+152.4%
CMI vs IR
+5.7%
+146.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | +0.7% | -1.9% | +2.6% | +1.7% |
| 30D | -12.3% | -15.0% | +2.8% | -4.4% |
| 3M | -16.8% | -0.4% | -16.4% | -17.1% |
| 6M | +1.5% | -15.0% | +16.6% | +9.7% |
| YTD | +9.8% | -7.1% | +16.8% | +13.3% |
| 1Y | +42.6% | -7.5% | +50.1% | +47.3% |
| All | +152.4% | +5.7% | +146.7% | +142.4% |
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 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