+568.4%
CMI vs P
+485.4%
+83.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.6% |
| 7D | -0.7% | +6.5% | -7.3% | -1.8% |
| 30D | -13.4% | +18.8% | -32.3% | -16.4% |
| 3M | -17.0% | +26.7% | -43.7% | -20.9% |
| 6M | -1.6% | +62.2% | -63.8% | -10.8% |
| YTD | +11.0% | +48.5% | -37.5% | +1.8% |
| 1Y | +41.9% | +26.4% | +15.5% | +32.0% |
| 3Y | +151.8% | +159.4% | -7.6% | +98.9% |
| 5Y | +163.6% | +275.8% | -112.2% | +91.1% |
| 10Y | +472.9% | +732.0% | -259.1% | +253.3% |
| All | +568.4% | +485.4% | +83.0% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling