+167.0%
CMI vs TPR
+225.0%
-57.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | +0.7% | -7.3% | +8.0% | +3.0% |
| 30D | -12.3% | -30.7% | +18.4% | -2.7% |
| 3M | -16.8% | -21.6% | +4.8% | -11.5% |
| 6M | +1.5% | -21.3% | +22.9% | +7.6% |
| YTD | +9.8% | -10.2% | +20.0% | +11.3% |
| 1Y | +42.6% | +9.5% | +33.1% | +34.9% |
| 3Y | +151.0% | +280.8% | -129.8% | +52.5% |
| 5Y | +167.0% | +218.7% | -51.7% | +66.3% |
| All | +167.0% | +225.0% | -57.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling