+114.8%
CMI vs S
-71.1%
+186.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +0.5% | +2.0% | -1.5% | +0.3% |
| 30D | -14.0% | -2.7% | -11.3% | -13.9% |
| 3M | -28.1% | -6.9% | -21.3% | -28.0% |
| 6M | -35.8% | +38.1% | -73.9% | -38.1% |
| YTD | -10.5% | +48.0% | -58.5% | -14.7% |
| 1Y | -1.9% | +34.5% | -36.3% | -5.7% |
| 3Y | +121.0% | +38.3% | +82.7% | +109.7% |
| All | +114.8% | -71.1% | +186.0% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling