+145.9%
CMI vs PL
+81.7%
+64.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | +1.9% | -7.5% | +9.4% | +2.6% |
| 30D | -12.5% | -25.6% | +13.1% | -10.0% |
| 3M | -16.2% | -45.6% | +29.4% | -11.5% |
| 6M | +4.9% | -29.5% | +34.4% | +6.7% |
| YTD | +11.1% | -9.7% | +20.8% | +10.0% |
| 1Y | +43.4% | +84.4% | -41.0% | +31.5% |
| 3Y | +154.1% | +550.0% | -395.9% | +93.2% |
| 5Y | +169.5% | +79.0% | +90.5% | +113.4% |
| All | +145.9% | +81.7% | +64.2% | +94.6% |
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