+1,423.0%
CMI vs MSCI
+2,756.4%
-1,333.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | -13.4% | +0.6% | -14.0% | -13.8% |
| 3M | -17.0% | -7.1% | -9.9% | -15.6% |
| 6M | -1.6% | +0.8% | -2.5% | -4.3% |
| YTD | +11.0% | +1.0% | +10.0% | +7.2% |
| 1Y | +41.9% | +4.3% | +37.6% | +33.8% |
| 3Y | +151.8% | +9.9% | +141.9% | +124.6% |
| 5Y | +163.6% | -6.8% | +170.3% | +142.4% |
| 10Y | +472.9% | +614.7% | -141.8% | +58.1% |
| All | +1,423.0% | +2,756.4% | -1,333.4% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling