+503.2%
CMI vs TRI
+196.2%
+307.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | -0.7% | -7.9% | +7.2% | +0.5% |
| 30D | -12.4% | -4.5% | -7.9% | -12.1% |
| 3M | -14.8% | +22.1% | -36.9% | -19.7% |
| 6M | +0.8% | -2.8% | +3.6% | -0.3% |
| YTD | +10.2% | -23.4% | +33.6% | +16.8% |
| 1Y | +37.4% | -41.5% | +79.0% | +60.3% |
| 3Y | +153.3% | -19.2% | +172.5% | +150.0% |
| 5Y | +167.6% | -9.4% | +177.0% | +147.1% |
| All | +503.2% | +196.2% | +307.0% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling