+165.0%
CMI vs MKTX
-60.5%
+225.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -12.4% | +0.7% | -13.1% | -12.4% |
| 3M | -14.8% | +40.8% | -55.6% | -17.3% |
| 6M | +0.8% | -8.0% | +8.8% | +1.7% |
| YTD | +10.2% | -8.7% | +18.9% | +11.1% |
| 1Y | +37.4% | -11.8% | +49.3% | +39.0% |
| 3Y | +153.3% | -24.0% | +177.3% | +154.5% |
| All | +165.0% | -60.5% | +225.5% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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