+34.2%
CMI vs Q
+79.8%
-45.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.3% |
| 7D | -0.7% | +4.9% | -5.6% | -2.6% |
| 30D | -12.4% | -11.0% | -1.4% | -8.6% |
| 3M | -14.8% | -15.2% | +0.4% | -9.9% |
| 6M | +0.8% | +8.8% | -8.0% | -3.0% |
| YTD | +10.2% | +55.1% | -44.9% | -1.6% |
| All | +34.2% | +79.8% | -45.6% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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