+154.1%
CMI vs TPR
+292.6%
-138.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.9% | +1.1% |
| 7D | +1.9% | -3.4% | +5.3% | +2.8% |
| 30D | -12.5% | -27.3% | +14.8% | -5.2% |
| 3M | -16.2% | -16.2% | 0.0% | -13.1% |
| 6M | +4.9% | -17.9% | +22.7% | +9.2% |
| YTD | +11.1% | -7.1% | +18.3% | +11.7% |
| 1Y | +43.4% | +13.6% | +29.8% | +35.1% |
| 3Y | +154.1% | +293.7% | -139.7% | +59.9% |
| All | +154.1% | +292.6% | -138.6% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling