+13,017.9%
CMI vs TPR
+7,380.8%
+5,637.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | -13.4% | -23.0% | +9.5% | -5.3% |
| 3M | -17.0% | -12.5% | -4.5% | -13.9% |
| 6M | -1.6% | -21.4% | +19.8% | +6.0% |
| YTD | +11.0% | -3.5% | +14.5% | +9.8% |
| 1Y | +41.9% | +17.4% | +24.6% | +29.1% |
| 3Y | +151.8% | +291.3% | -139.4% | +37.2% |
| 5Y | +163.6% | +241.9% | -78.3% | +43.7% |
| 10Y | +472.9% | +322.7% | +150.2% | +137.1% |
| All | +13,017.9% | +7,380.8% | +5,637.1% | +1,940.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling