+4,673.8%
CMI vs MKTX
+1,442.6%
+3,231.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -12.4% | +0.7% | -13.1% | -12.6% |
| 3M | -14.8% | +40.8% | -55.6% | -23.9% |
| 6M | +0.8% | -8.0% | +8.8% | +1.3% |
| YTD | +10.2% | -8.7% | +18.9% | +10.7% |
| 1Y | +37.4% | -11.8% | +49.3% | +38.9% |
| 3Y | +153.3% | -24.0% | +177.3% | +156.0% |
| 5Y | +167.6% | -60.3% | +227.9% | +220.2% |
| 10Y | +514.4% | +5.0% | +509.4% | +385.2% |
| All | +4,673.8% | +1,442.6% | +3,231.2% | +1,029.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling