+11,637.3%
CMI vs IT
+5,645.5%
+5,991.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.6% | +2.0% |
| 7D | +1.9% | -9.1% | +11.0% | +4.2% |
| 30D | -12.5% | -7.0% | -5.5% | -11.4% |
| 3M | -16.2% | +7.6% | -23.8% | -20.2% |
| 6M | +4.9% | +2.1% | +2.7% | -0.1% |
| YTD | +11.1% | -31.6% | +42.7% | +16.5% |
| 1Y | +43.4% | -29.9% | +73.3% | +48.4% |
| 3Y | +154.1% | -51.3% | +205.3% | +183.6% |
| 5Y | +169.5% | -44.8% | +214.3% | +186.5% |
| 10Y | +503.8% | +91.4% | +412.4% | +343.9% |
| All | +11,637.3% | +5,645.5% | +5,991.8% | +4,401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling