+37.7%
CMI vs P
+17.1%
+20.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | -0.2% |
| 7D | +0.8% | -4.1% | +5.0% | +1.7% |
| 30D | -12.8% | -14.0% | +1.2% | -10.3% |
| 3M | -12.4% | +41.4% | -53.9% | -19.4% |
| 6M | -0.9% | +54.2% | -55.0% | -11.6% |
| YTD | +8.9% | +40.4% | -31.6% | -1.5% |
| 1Y | +37.7% | +16.0% | +21.7% | +21.6% |
| All | +37.7% | +17.1% | +20.6% | +21.6% |
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