+37.7%
CMI vs TPR
+9.7%
+28.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +0.8% | -5.1% | +6.0% | +1.9% |
| 30D | -12.8% | -27.6% | +14.8% | -7.0% |
| 3M | -12.4% | -17.5% | +5.0% | -9.9% |
| 6M | -0.9% | -21.3% | +20.5% | +2.6% |
| YTD | +8.9% | -8.5% | +17.3% | +12.8% |
| 1Y | +37.7% | +11.5% | +26.2% | +36.9% |
| All | +37.7% | +9.7% | +28.1% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling