+165.0%
CMI vs TDY
+39.0%
+126.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.5% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | -12.4% | -12.0% | -0.3% | -5.6% |
| 3M | -14.8% | -3.2% | -11.6% | -13.0% |
| 6M | +0.8% | -7.9% | +8.7% | +5.9% |
| YTD | +10.2% | +18.2% | -8.0% | +1.4% |
| 1Y | +37.4% | +6.7% | +30.8% | +33.3% |
| 3Y | +153.3% | +47.5% | +105.7% | +105.9% |
| All | +165.0% | +39.0% | +126.0% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling