+176.0%
CMI vs TLN
+602.5%
-426.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.4% |
| 7D | +1.9% | +10.9% | -9.0% | -0.4% |
| 30D | -12.5% | -6.3% | -6.2% | -11.4% |
| 3M | -16.2% | -10.7% | -5.5% | -14.5% |
| 6M | +4.9% | +1.6% | +3.2% | +4.0% |
| YTD | +11.1% | -13.1% | +24.2% | +12.7% |
| 1Y | +43.4% | -15.1% | +58.4% | +45.4% |
| 3Y | +154.1% | +495.0% | -341.0% | +89.8% |
| All | +176.0% | +602.5% | -426.5% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling