+2,307.0%
CMI vs SPXU
-100.0%
+2,407.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -0.7% |
| 7D | +0.7% | +1.3% | -0.6% | +1.2% |
| 30D | -12.3% | +5.1% | -17.4% | -10.4% |
| 3M | -16.8% | -9.1% | -7.7% | -19.0% |
| 6M | +1.5% | -29.6% | +31.1% | -9.1% |
| YTD | +9.8% | -27.7% | +37.5% | +0.3% |
| 1Y | +42.6% | -37.0% | +79.5% | +24.7% |
| 3Y | +151.0% | -80.2% | +231.2% | +57.3% |
| 5Y | +167.0% | -86.0% | +253.0% | +71.3% |
| 10Y | +512.2% | -99.5% | +611.7% | +27.3% |
| All | +2,307.0% | -100.0% | +2,407.0% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling