+153.3%
CMI vs NYT
+56.2%
+97.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.2% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -12.4% | +4.6% | -17.0% | -12.8% |
| 3M | -14.8% | -9.6% | -5.2% | -14.1% |
| 6M | +0.8% | -14.0% | +14.8% | +2.5% |
| YTD | +10.2% | -2.8% | +13.0% | +8.6% |
| 1Y | +37.4% | +15.6% | +21.8% | +29.0% |
| 3Y | +153.3% | +56.3% | +97.0% | +112.5% |
| All | +153.3% | +56.2% | +97.1% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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