+503.8%
CMI vs RF
+334.9%
+168.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.7% |
| 30D | -12.5% | -3.4% | -9.2% | -11.3% |
| 3M | -16.2% | +6.4% | -22.6% | -18.8% |
| 6M | +4.9% | +13.4% | -8.6% | -1.2% |
| YTD | +11.1% | +14.2% | -3.1% | +4.1% |
| 1Y | +43.4% | +15.7% | +27.7% | +33.3% |
| 3Y | +154.1% | +91.3% | +62.7% | +86.0% |
| 5Y | +169.5% | +89.8% | +79.7% | +93.2% |
| 10Y | +503.8% | +336.7% | +167.1% | +174.8% |
| All | +503.8% | +334.9% | +168.9% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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