+152.4%
CMI vs TLN
+483.9%
-331.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.8% |
| 7D | +0.7% | +5.8% | -5.1% | -0.5% |
| 30D | -12.3% | -6.9% | -5.4% | -11.1% |
| 3M | -16.8% | -10.9% | -5.9% | -15.0% |
| 6M | +1.5% | -4.6% | +6.1% | +2.0% |
| YTD | +9.8% | -14.7% | +24.5% | +11.8% |
| 1Y | +42.6% | -17.9% | +60.5% | +45.6% |
| All | +152.4% | +483.9% | -331.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling