+167.0%
CMI vs P
+274.2%
-107.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.5% |
| 7D | +0.7% | +5.0% | -4.3% | -0.2% |
| 30D | -12.3% | -0.9% | -11.3% | -12.5% |
| 3M | -16.8% | +38.7% | -55.5% | -22.3% |
| 6M | +1.5% | +54.4% | -52.9% | -7.8% |
| YTD | +9.8% | +44.8% | -35.0% | +0.5% |
| 1Y | +42.6% | +22.5% | +20.0% | +32.2% |
| 3Y | +151.0% | +148.2% | +2.8% | +95.7% |
| 5Y | +167.0% | +268.9% | -101.9% | +85.6% |
| All | +167.0% | +274.2% | -107.1% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling