+503.2%
CMI vs SPXU
-99.6%
+602.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +0.4% |
| 7D | -0.7% | +2.5% | -3.2% | +0.1% |
| 30D | -12.4% | +4.2% | -16.6% | -11.1% |
| 3M | -14.8% | -9.3% | -5.5% | -16.9% |
| 6M | +0.8% | -30.7% | +31.5% | -8.5% |
| YTD | +10.2% | -28.1% | +38.3% | +2.0% |
| 1Y | +37.4% | -35.2% | +72.7% | +24.1% |
| 3Y | +153.3% | -79.9% | +233.2% | +74.4% |
| 5Y | +167.6% | -86.4% | +254.0% | +86.8% |
| All | +503.2% | -99.6% | +602.7% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling