+335.6%
CMI vs MSCI
+799.8%
-464.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -14.0% | +16.2% | -30.1% | -17.7% |
| 3M | -28.3% | +16.1% | -44.5% | -31.6% |
| 6M | -34.9% | +12.9% | -47.8% | -38.1% |
| YTD | -9.9% | +14.8% | -24.7% | -15.3% |
| 1Y | -3.6% | +13.8% | -17.4% | -9.2% |
| 3Y | +120.9% | +31.2% | +89.7% | +94.2% |
| 5Y | +116.1% | +5.6% | +110.5% | +98.5% |
| All | +335.6% | +799.8% | -464.1% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling