+441.4%
CMI vs P
+499.9%
-58.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -9.3% | -13.3% | +4.0% | -7.2% |
| 30D | -13.2% | -34.0% | +20.8% | -7.4% |
| 3M | -28.2% | +4.1% | -32.3% | -29.6% |
| 6M | -32.7% | +30.5% | -63.2% | -37.2% |
| YTD | -10.1% | +52.2% | -62.3% | -18.6% |
| 1Y | -4.9% | +10.3% | -15.1% | -10.2% |
| 3Y | +120.4% | +180.9% | -60.5% | +70.4% |
| 5Y | +114.3% | +259.7% | -145.5% | +55.1% |
| 10Y | +324.8% | +652.6% | -327.8% | +161.2% |
| All | +441.4% | +499.9% | -58.5% | +231.3% |
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