+503.2%
CMI vs IT
+103.1%
+400.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.0% | 0.0% |
| 7D | -0.7% | -3.7% | +3.0% | 0.0% |
| 30D | -12.4% | +0.1% | -12.5% | -12.8% |
| 3M | -14.8% | +20.7% | -35.5% | -20.7% |
| 6M | +0.8% | +12.0% | -11.2% | -5.7% |
| YTD | +10.2% | -28.8% | +39.0% | +17.7% |
| 1Y | +37.4% | -25.5% | +63.0% | +43.4% |
| 3Y | +153.3% | -48.8% | +202.0% | +192.0% |
| 5Y | +167.6% | -42.7% | +210.3% | +187.9% |
| All | +503.2% | +103.1% | +400.1% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling