+170.3%
CMI vs TLN
+571.8%
-401.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.3% |
| 7D | +0.8% | +2.0% | -1.1% | +0.4% |
| 30D | -12.8% | -12.9% | +0.2% | -10.3% |
| 3M | -12.4% | -7.4% | -5.0% | -11.2% |
| 6M | -0.9% | -6.0% | +5.2% | -0.1% |
| YTD | +8.9% | -16.9% | +25.7% | +11.5% |
| 1Y | +37.7% | -22.6% | +60.3% | +42.3% |
| 3Y | +148.9% | +469.0% | -320.2% | +87.7% |
| All | +170.3% | +571.8% | -401.5% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling