+495.9%
CMI vs TAP
-50.5%
+546.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -5.3% | +6.1% | +2.5% |
| 30D | -12.8% | -7.4% | -5.4% | -10.9% |
| 3M | -12.4% | -4.9% | -7.5% | -11.9% |
| 6M | -0.9% | -14.2% | +13.3% | +2.8% |
| YTD | +8.9% | -14.8% | +23.7% | +12.7% |
| 1Y | +37.7% | -18.1% | +55.8% | +43.9% |
| 3Y | +148.9% | -32.7% | +181.6% | +175.5% |
| 5Y | +164.4% | -0.5% | +164.8% | +145.8% |
| All | +495.9% | -50.5% | +546.4% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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