+32.5%
CMI vs Q
+75.4%
-42.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.2% |
| 7D | +0.8% | +4.1% | -3.3% | -0.7% |
| 30D | -12.8% | -10.7% | -2.0% | -9.1% |
| 3M | -12.4% | -11.7% | -0.7% | -8.9% |
| 6M | -0.9% | +8.3% | -9.2% | -4.2% |
| YTD | +8.9% | +51.3% | -42.4% | -1.8% |
| All | +32.5% | +75.4% | -42.8% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling