+11.7%
CMI vs MSCI
+17.3%
-5.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.2% | -4.7% |
| 7D | -11.2% | +11.5% | -22.7% | -9.3% |
| 30D | -9.8% | +22.1% | -31.9% | -6.6% |
| 3M | -25.5% | +18.4% | -43.9% | -23.2% |
| 6M | -27.7% | +16.6% | -44.3% | -25.8% |
| YTD | -6.6% | +18.8% | -25.5% | -4.8% |
| 1Y | +11.7% | +19.0% | -7.3% | +16.8% |
| All | +11.7% | +17.3% | -5.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling