+43.4%
CMI vs RF
+15.4%
+28.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.8% |
| 30D | -12.5% | -3.4% | -9.2% | -11.4% |
| 3M | -16.2% | +6.4% | -22.6% | -18.9% |
| 6M | +4.9% | +13.4% | -8.6% | -2.2% |
| YTD | +11.1% | +14.2% | -3.1% | +2.9% |
| 1Y | +43.4% | +15.7% | +27.7% | +32.4% |
| All | +43.4% | +15.4% | +28.0% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling