+11.7%
CMI vs SPXU
-30.4%
+42.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -8.3% |
| 7D | -11.2% | +2.2% | -13.4% | -10.0% |
| 30D | -9.8% | +3.8% | -13.6% | -7.6% |
| 3M | -25.5% | +3.3% | -28.8% | -23.5% |
| 6M | -27.7% | -16.7% | -10.9% | -33.4% |
| YTD | -6.6% | -28.6% | +22.0% | -19.2% |
| 1Y | +11.7% | -30.6% | +42.2% | -3.5% |
| All | +11.7% | -30.4% | +42.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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