+332.6%
CMI vs TPR
+364.3%
-31.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -14.0% | +15.1% | -29.1% | -18.0% |
| 3M | -28.1% | +3.5% | -31.7% | -29.4% |
| 6M | -35.8% | +0.4% | -36.3% | -37.1% |
| YTD | -10.5% | +4.6% | -15.1% | -13.8% |
| 1Y | -1.9% | +33.1% | -35.0% | -12.4% |
| 3Y | +121.0% | +396.0% | -275.0% | +25.4% |
| 5Y | +114.6% | +230.3% | -115.7% | +33.5% |
| All | +332.6% | +364.3% | -31.7% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling