+495.9%
CMI vs M
-10.0%
+505.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.1% |
| 7D | +0.8% | -8.8% | +9.6% | +2.6% |
| 30D | -12.8% | -16.4% | +3.6% | -9.7% |
| 3M | -12.4% | -10.8% | -1.6% | -10.8% |
| 6M | -0.9% | +16.1% | -17.0% | -4.4% |
| YTD | +8.9% | -5.3% | +14.1% | +9.0% |
| 1Y | +37.7% | +24.9% | +12.8% | +30.1% |
| 3Y | +148.9% | +97.5% | +51.3% | +105.9% |
| 5Y | +164.4% | +20.4% | +144.0% | +128.4% |
| All | +495.9% | -10.0% | +505.9% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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