+145.5%
CMI vs PL
+84.9%
+60.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +2.9% |
| 7D | -0.7% | -9.3% | +8.6% | +0.2% |
| 30D | -13.4% | -18.9% | +5.5% | -11.7% |
| 3M | -17.0% | -58.4% | +41.4% | -10.4% |
| 6M | -1.6% | -30.3% | +28.7% | +0.1% |
| YTD | +11.0% | -8.1% | +19.1% | +9.6% |
| 1Y | +41.9% | +180.5% | -138.6% | +24.0% |
| 3Y | +151.8% | +444.1% | -292.3% | +94.1% |
| 5Y | +163.6% | +83.0% | +80.6% | +108.1% |
| All | +145.5% | +84.9% | +60.6% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling