+16,187.1%
CMI vs RF
+1,457.2%
+14,729.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +2.9% |
| 7D | -6.8% | -0.1% | -6.7% | -6.8% |
| 30D | -10.9% | +7.0% | -17.9% | -12.9% |
| 3M | -27.3% | -7.0% | -20.3% | -25.6% |
| 6M | -30.9% | +6.8% | -37.7% | -32.7% |
| YTD | -7.7% | +9.9% | -17.6% | -10.9% |
| 1Y | 0.0% | +21.1% | -21.1% | -6.6% |
| 3Y | +130.1% | +119.6% | +10.5% | +75.1% |
| 5Y | +121.5% | +46.2% | +75.3% | +89.0% |
| 10Y | +339.4% | +261.5% | +77.8% | +164.3% |
| All | +16,187.1% | +1,457.2% | +14,729.8% | +5,135.2% |
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