+332.6%
CMI vs P
+652.0%
-319.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +0.5% | +11.6% | -11.1% | -1.5% |
| 30D | -14.0% | -23.7% | +9.6% | -10.2% |
| 3M | -28.1% | -8.0% | -20.2% | -27.9% |
| 6M | -35.8% | +27.9% | -63.7% | -40.1% |
| YTD | -10.5% | +61.2% | -71.7% | -20.4% |
| 1Y | -1.9% | +28.6% | -30.5% | -10.3% |
| 3Y | +121.0% | +200.5% | -79.5% | +65.0% |
| 5Y | +114.6% | +282.9% | -168.4% | +48.9% |
| All | +332.6% | +652.0% | -319.5% | +150.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling