+11.7%
CMI vs TDY
+22.9%
-11.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.8% | -1.0% | -1.8% |
| 7D | -11.2% | -5.0% | -6.2% | -7.3% |
| 30D | -9.8% | +2.0% | -11.8% | -11.2% |
| 3M | -25.5% | -7.7% | -17.8% | -20.5% |
| 6M | -27.7% | -0.9% | -26.8% | -27.1% |
| YTD | -6.6% | +23.7% | -30.4% | -16.3% |
| 1Y | +11.7% | +23.6% | -12.0% | +0.3% |
| All | +11.7% | +22.9% | -11.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling