+16,188.6%
CMI vs M
+396.5%
+15,792.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.0% |
| 7D | -0.7% | +4.7% | -5.5% | -2.1% |
| 30D | -13.4% | -9.6% | -3.8% | -10.9% |
| 3M | -17.0% | +0.9% | -17.8% | -17.8% |
| 6M | -1.6% | +22.3% | -23.9% | -8.3% |
| YTD | +11.0% | +6.5% | +4.5% | +7.3% |
| 1Y | +41.9% | +38.8% | +3.1% | +26.1% |
| 3Y | +151.8% | +115.9% | +35.9% | +82.6% |
| 5Y | +163.6% | +28.6% | +135.0% | +102.5% |
| 10Y | +472.9% | -2.5% | +475.4% | +271.7% |
| All | +16,188.6% | +396.5% | +15,792.1% | +5,737.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling