-3.6%
CMI vs MSCI
+12.8%
-16.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -2.0% |
| 7D | +1.5% | -0.7% | +2.2% | +1.4% |
| 30D | -14.0% | +16.2% | -30.1% | -11.7% |
| 3M | -28.3% | +16.1% | -44.5% | -26.3% |
| 6M | -34.9% | +12.9% | -47.8% | -33.6% |
| YTD | -9.9% | +14.8% | -24.7% | -8.8% |
| 1Y | -3.6% | +13.8% | -17.4% | -0.6% |
| All | -3.6% | +12.8% | -16.5% | -0.6% |
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