+15,688.1%
CMI vs TAP
+832.8%
+14,855.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -1.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.1% |
| 30D | -14.0% | +5.7% | -19.7% | -15.5% |
| 3M | -28.1% | -1.9% | -26.2% | -28.3% |
| 6M | -35.8% | +0.9% | -36.8% | -36.8% |
| YTD | -10.5% | -9.5% | -1.0% | -9.9% |
| 1Y | -1.9% | -9.0% | +7.1% | -1.4% |
| 3Y | +121.0% | -22.2% | +143.2% | +128.7% |
| 5Y | +114.6% | +1.2% | +113.3% | +105.4% |
| 10Y | +325.5% | -46.1% | +371.6% | +355.3% |
| All | +15,688.1% | +832.8% | +14,855.3% | +10,875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling