+165.0%
CMI vs NYT
+38.8%
+126.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -12.4% | +4.6% | -17.0% | -13.2% |
| 3M | -14.8% | -9.6% | -5.2% | -13.7% |
| 6M | +0.8% | -14.0% | +14.8% | +3.1% |
| YTD | +10.2% | -2.8% | +13.0% | +8.8% |
| 1Y | +37.4% | +15.6% | +21.8% | +29.3% |
| 3Y | +153.3% | +56.3% | +97.0% | +115.4% |
| All | +165.0% | +38.8% | +126.2% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling