+116.1%
CMI vs M
-4.1%
+120.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | -14.0% | +7.0% | -21.0% | -15.5% |
| 3M | -28.3% | +3.1% | -31.5% | -29.2% |
| 6M | -34.9% | +33.5% | -68.4% | -39.5% |
| YTD | -9.9% | +13.4% | -23.3% | -13.6% |
| 1Y | -3.6% | +22.4% | -26.1% | -9.3% |
| 3Y | +120.9% | +150.9% | -29.9% | +68.7% |
| 5Y | +116.1% | -3.0% | +119.1% | +88.4% |
| All | +116.1% | -4.1% | +120.2% | +88.4% |
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