+11.7%
CMI vs IT
-17.9%
+29.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.2% | -5.5% |
| 7D | -11.2% | -5.5% | -5.7% | -11.8% |
| 30D | -9.8% | +10.3% | -20.2% | -7.9% |
| 3M | -25.5% | +11.5% | -37.0% | -23.4% |
| 6M | -27.7% | +40.3% | -67.9% | -21.0% |
| YTD | -6.6% | -17.9% | +11.3% | +0.2% |
| 1Y | +11.7% | -8.8% | +20.5% | +20.1% |
| All | +11.7% | -17.9% | +29.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling