+164.4%
CMI vs TAP
-2.6%
+167.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.8% | -5.3% | +6.1% | +1.9% |
| 30D | -12.8% | -7.4% | -5.4% | -11.6% |
| 3M | -12.4% | -4.9% | -7.5% | -12.1% |
| 6M | -0.9% | -14.2% | +13.3% | +2.0% |
| YTD | +8.9% | -14.8% | +23.7% | +11.7% |
| 1Y | +37.7% | -18.1% | +55.8% | +42.6% |
| 3Y | +148.9% | -32.7% | +181.6% | +171.2% |
| 5Y | +164.4% | -0.5% | +164.8% | +139.9% |
| All | +164.4% | -2.6% | +167.0% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling