+165.0%
CMI vs TRI
-10.0%
+175.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | -0.7% | -7.9% | +7.2% | -0.8% |
| 30D | -12.4% | -4.5% | -7.9% | -12.5% |
| 3M | -14.8% | +22.1% | -36.9% | -16.0% |
| 6M | +0.8% | -2.8% | +3.6% | +2.1% |
| YTD | +10.2% | -23.4% | +33.6% | +16.9% |
| 1Y | +37.4% | -41.5% | +79.0% | +56.5% |
| 3Y | +153.3% | -19.2% | +172.5% | +147.5% |
| All | +165.0% | -10.0% | +175.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling