+99.4%
CMI vs PL
+41.8%
+57.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.4% |
| 7D | +1.5% | +22.3% | -20.7% | -0.7% |
| 30D | -14.0% | -8.3% | -5.7% | -13.4% |
| 3M | -28.3% | -43.3% | +14.9% | -24.5% |
| 6M | -34.9% | -65.8% | +30.9% | -28.7% |
| YTD | -9.9% | -29.5% | +19.6% | -8.9% |
| 1Y | -3.6% | +11.7% | -15.4% | -7.2% |
| 3Y | +120.9% | +540.6% | -419.6% | +68.6% |
| 5Y | +116.1% | +32.9% | +83.2% | +77.1% |
| All | +99.4% | +41.8% | +57.6% | +61.2% |
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