+19,478.9%
CMI vs TAP
+825.0%
+18,653.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -13.4% | -2.1% | -11.3% | -13.1% |
| 3M | -17.0% | +6.6% | -23.6% | -18.9% |
| 6M | -1.6% | -11.5% | +9.8% | +0.4% |
| YTD | +11.0% | -10.3% | +21.2% | +12.6% |
| 1Y | +41.9% | -14.4% | +56.3% | +45.1% |
| 3Y | +151.8% | -28.3% | +180.1% | +167.0% |
| 5Y | +163.6% | +1.7% | +161.9% | +153.0% |
| 10Y | +472.9% | -49.2% | +522.1% | +523.5% |
| All | +19,478.9% | +825.0% | +18,653.9% | +13,603.7% |
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