+11.7%
CMI vs S
+36.5%
-24.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -5.7% |
| 7D | -11.2% | -8.2% | -3.0% | -11.2% |
| 30D | -9.8% | -7.6% | -2.2% | -9.9% |
| 3M | -25.5% | +12.0% | -37.5% | -25.1% |
| 6M | -27.7% | +50.6% | -78.2% | -27.2% |
| YTD | -6.6% | +56.6% | -63.2% | -6.8% |
| 1Y | +11.7% | +39.2% | -27.6% | +12.7% |
| All | +11.7% | +36.5% | -24.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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