+159.5%
CMI vs S
-56.8%
+216.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.8% |
| 7D | -0.7% | -7.7% | +7.0% | -0.2% |
| 30D | -13.4% | -5.3% | -8.1% | -13.2% |
| 3M | -17.0% | +20.3% | -37.3% | -18.4% |
| 6M | -1.6% | +47.4% | -49.0% | -5.3% |
| YTD | +11.0% | +32.5% | -21.6% | +7.6% |
| 1Y | +41.9% | +9.5% | +32.4% | +39.5% |
| 3Y | +151.8% | +15.5% | +136.3% | +144.3% |
| 5Y | +163.6% | -71.2% | +234.8% | +155.7% |
| All | +159.5% | -56.8% | +216.3% | +160.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling