+98.9%
CMI vs PL
+45.6%
+53.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -9.3% | +5.6% | -14.9% | -9.9% |
| 30D | -13.2% | -16.9% | +3.7% | -11.8% |
| 3M | -28.2% | -38.2% | +10.0% | -25.0% |
| 6M | -32.7% | -63.4% | +30.7% | -26.7% |
| YTD | -10.1% | -27.6% | +17.5% | -9.4% |
| 1Y | -4.9% | +6.6% | -11.4% | -8.0% |
| 3Y | +120.4% | +557.6% | -437.2% | +67.7% |
| 5Y | +114.3% | +39.5% | +74.8% | +74.7% |
| All | +98.9% | +45.6% | +53.3% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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