+37.4%
CMI vs NI
+4.4%
+33.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | 0.0% | -0.8% | -0.7% |
| 30D | -12.4% | -1.4% | -11.0% | -12.2% |
| 3M | -14.8% | -10.6% | -4.2% | -13.6% |
| 6M | +0.8% | -9.3% | +10.1% | +1.5% |
| YTD | +10.2% | +1.1% | +9.0% | +8.6% |
| 1Y | +37.4% | +3.4% | +34.1% | +33.5% |
| All | +37.4% | +4.4% | +33.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling