+150.2%
CMI vs IT
-51.9%
+202.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.8% | -12.7% | +13.5% | +0.9% |
| 30D | -12.8% | -8.9% | -3.9% | -12.8% |
| 3M | -12.4% | +10.1% | -22.6% | -12.3% |
| 6M | -0.9% | +7.3% | -8.1% | -1.0% |
| YTD | +8.9% | -32.4% | +41.2% | +17.0% |
| 1Y | +37.7% | -26.6% | +64.3% | +44.7% |
| All | +150.2% | -51.9% | +202.1% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling