+114.8%
CMI vs NDAQ
+66.7%
+48.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | -14.0% | +18.0% | -32.0% | -18.5% |
| 3M | -28.1% | +11.5% | -39.7% | -30.7% |
| 6M | -35.8% | +21.1% | -56.9% | -40.3% |
| YTD | -10.5% | +12.8% | -23.3% | -14.7% |
| 1Y | -1.9% | +25.7% | -27.6% | -10.8% |
| 3Y | +121.0% | +116.8% | +4.2% | +60.6% |
| All | +114.8% | +66.7% | +48.1% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling