+13,034.9%
CMI vs M
+436.6%
+12,598.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +0.5% | +7.0% | -6.6% | -1.6% |
| 30D | -14.0% | +8.9% | -22.9% | -16.6% |
| 3M | -28.1% | +4.5% | -32.6% | -29.6% |
| 6M | -35.8% | +36.2% | -72.0% | -42.4% |
| YTD | -10.5% | +15.1% | -25.6% | -16.0% |
| 1Y | -1.9% | +27.4% | -29.3% | -10.9% |
| 3Y | +121.0% | +160.1% | -39.2% | +51.0% |
| 5Y | +114.6% | -1.6% | +116.1% | +80.8% |
| 10Y | +325.5% | -7.7% | +333.1% | +181.8% |
| All | +13,034.9% | +436.6% | +12,598.3% | +4,466.3% |
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