+1,158.2%
CMI vs MSCI
+3,197.7%
-2,039.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -1.8% | -1.9% | +0.1% | -1.0% |
| 30D | -12.2% | +16.5% | -28.7% | -18.3% |
| 3M | -26.5% | +18.2% | -44.7% | -32.3% |
| 6M | -33.6% | +14.0% | -47.6% | -38.9% |
| YTD | -8.3% | +16.6% | -24.9% | -17.4% |
| 1Y | -1.3% | +14.8% | -16.1% | -10.5% |
| 3Y | +124.8% | +33.3% | +91.5% | +83.0% |
| 5Y | +119.9% | +9.1% | +110.8% | +88.1% |
| 10Y | +335.9% | +820.4% | -484.5% | +5.6% |
| All | +1,158.2% | +3,197.7% | -2,039.4% | +37.0% |
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