+19,478.9%
CMI vs RF
+1,537.4%
+17,941.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -13.4% | -3.6% | -9.8% | -12.4% |
| 3M | -17.0% | +8.1% | -25.1% | -19.3% |
| 6M | -1.6% | +11.5% | -13.1% | -5.4% |
| YTD | +11.0% | +15.6% | -4.6% | +5.3% |
| 1Y | +41.9% | +15.7% | +26.2% | +34.5% |
| 3Y | +151.8% | +86.9% | +64.9% | +101.1% |
| 5Y | +163.6% | +89.8% | +73.8% | +106.5% |
| 10Y | +472.9% | +344.7% | +128.2% | +223.1% |
| All | +19,478.9% | +1,537.4% | +17,941.5% | +6,091.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling