+157.7%
CMI vs S
-57.1%
+214.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -0.7% | -0.7% | -0.1% | -0.7% |
| 30D | -12.4% | -11.4% | -1.0% | -11.7% |
| 3M | -14.8% | +33.8% | -48.6% | -16.9% |
| 6M | +0.8% | +39.5% | -38.7% | -2.5% |
| YTD | +10.2% | +31.7% | -21.5% | +6.9% |
| 1Y | +37.4% | +7.0% | +30.4% | +35.4% |
| 3Y | +153.3% | +11.8% | +141.5% | +146.2% |
| 5Y | +167.6% | -69.0% | +236.6% | +160.7% |
| All | +157.7% | -57.1% | +214.7% | +158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling