+41.9%
CMI vs TDY
+11.8%
+30.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.5% |
| 7D | -0.7% | -1.8% | +1.1% | +0.6% |
| 30D | -13.4% | -10.7% | -2.8% | -5.8% |
| 3M | -17.0% | -1.3% | -15.7% | -16.0% |
| 6M | -1.6% | -10.6% | +8.9% | +5.0% |
| YTD | +11.0% | +19.6% | -8.6% | +3.8% |
| 1Y | +41.9% | +11.6% | +30.3% | +37.5% |
| All | +41.9% | +11.8% | +30.1% | +37.5% |
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