+11.7%
CMI vs P
+19.7%
-8.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.0% | -0.8% | -4.9% |
| 7D | -11.2% | -19.4% | +8.2% | -7.9% |
| 30D | -9.8% | -22.3% | +12.5% | -6.2% |
| 3M | -25.5% | +33.2% | -58.7% | -30.6% |
| 6M | -27.7% | +53.6% | -81.3% | -35.4% |
| YTD | -6.6% | +66.8% | -73.4% | -18.3% |
| 1Y | +11.7% | +17.5% | -5.9% | -1.2% |
| All | +11.7% | +19.7% | -8.1% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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