+10,553.4%
CMI vs TPR
+8,023.3%
+2,530.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +1.5% | -1.1% | +2.7% | +2.0% |
| 30D | -14.0% | +15.1% | -29.1% | -18.9% |
| 3M | -28.3% | -13.4% | -14.9% | -25.5% |
| 6M | -34.9% | +1.4% | -36.3% | -36.7% |
| YTD | -9.9% | +4.8% | -14.6% | -14.2% |
| 1Y | -3.6% | +29.2% | -32.8% | -15.5% |
| 3Y | +120.9% | +403.7% | -282.7% | +8.6% |
| 5Y | +116.1% | +230.8% | -114.7% | +19.3% |
| 10Y | +328.5% | +369.2% | -40.7% | +69.2% |
| All | +10,553.4% | +8,023.3% | +2,530.1% | +1,494.4% |
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