+117.4%
CMI vs RF
+104.8%
+12.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -10.0% | -0.9% | -9.1% | -9.6% |
| 30D | -13.0% | +6.0% | -19.0% | -15.4% |
| 3M | -29.9% | -8.9% | -21.0% | -26.8% |
| 6M | -36.7% | +2.3% | -39.0% | -37.9% |
| YTD | -10.9% | +7.6% | -18.5% | -15.1% |
| 1Y | -1.3% | +21.2% | -22.5% | -11.2% |
| 3Y | +117.4% | +108.5% | +8.9% | +56.5% |
| All | +117.4% | +104.8% | +12.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling