+167.0%
CMI vs M
+22.2%
+144.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.4% |
| 7D | +0.7% | -4.1% | +4.8% | +1.5% |
| 30D | -12.3% | -13.6% | +1.3% | -9.7% |
| 3M | -16.8% | -2.3% | -14.5% | -16.8% |
| 6M | +1.5% | +21.9% | -20.4% | -3.2% |
| YTD | +9.8% | -0.6% | +10.4% | +8.8% |
| 1Y | +42.6% | +29.7% | +12.9% | +33.3% |
| 3Y | +151.0% | +107.3% | +43.7% | +103.0% |
| 5Y | +167.0% | +20.5% | +146.5% | +132.7% |
| All | +167.0% | +22.2% | +144.8% | +132.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling