+11,600.3%
CMI vs NDAQ
+2,327.9%
+9,272.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.6% | +3.5% |
| 7D | -0.7% | -2.4% | +1.7% | +0.2% |
| 30D | -13.4% | +2.5% | -15.9% | -14.4% |
| 3M | -17.0% | +9.9% | -26.9% | -20.9% |
| 6M | -1.6% | +9.4% | -11.1% | -6.6% |
| YTD | +11.0% | +0.4% | +10.6% | +8.6% |
| 1Y | +41.9% | +4.0% | +37.9% | +36.5% |
| 3Y | +151.8% | +94.4% | +57.4% | +87.5% |
| 5Y | +163.6% | +56.7% | +106.9% | +110.2% |
| 10Y | +472.9% | +375.3% | +97.6% | +188.4% |
| All | +11,600.3% | +2,327.9% | +9,272.4% | +3,630.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling