+155.5%
CMI vs M
+115.8%
+39.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | +1.9% | +2.4% | -0.5% | +1.4% |
| 30D | -12.5% | -11.6% | -0.9% | -10.4% |
| 3M | -16.2% | +1.6% | -17.8% | -16.9% |
| 6M | +4.9% | +25.2% | -20.4% | -0.6% |
| YTD | +11.1% | +3.8% | +7.4% | +9.0% |
| 1Y | +43.4% | +36.3% | +7.0% | +32.7% |
| All | +155.5% | +115.8% | +39.7% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling