+153.3%
CMI vs NDAQ
+84.5%
+68.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.7% | -5.6% | +4.8% | +0.8% |
| 30D | -12.4% | -4.4% | -8.0% | -11.4% |
| 3M | -14.8% | +5.9% | -20.6% | -16.8% |
| 6M | +0.8% | +7.7% | -6.9% | -3.2% |
| YTD | +10.2% | -5.2% | +15.4% | +11.9% |
| 1Y | +37.4% | -3.4% | +40.8% | +38.0% |
| 3Y | +153.3% | +85.6% | +67.7% | +97.2% |
| All | +153.3% | +84.5% | +68.8% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling