+4,116.6%
CMI vs TNA
+913.2%
+3,203.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | +0.2% |
| 7D | +0.8% | -7.6% | +8.4% | +3.5% |
| 30D | -12.8% | -13.6% | +0.9% | -8.5% |
| 3M | -12.4% | +2.8% | -15.3% | -13.7% |
| 6M | -0.9% | +34.5% | -35.4% | -11.3% |
| YTD | +8.9% | +41.0% | -32.2% | -4.3% |
| 1Y | +37.7% | +52.0% | -14.3% | +16.4% |
| 3Y | +148.9% | +103.5% | +45.4% | +69.6% |
| 5Y | +164.4% | -22.5% | +186.9% | +115.6% |
| 10Y | +506.9% | +81.9% | +425.1% | +137.8% |
| All | +4,116.6% | +913.2% | +3,203.4% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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