+11,026.5%
CMI vs TRI
+509.5%
+10,517.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | -0.7% | -7.9% | +7.2% | +3.5% |
| 30D | -12.4% | -4.5% | -7.9% | -11.3% |
| 3M | -14.8% | +22.1% | -36.9% | -27.9% |
| 6M | +0.8% | -2.8% | +3.6% | -6.1% |
| YTD | +10.2% | -23.4% | +33.6% | +15.3% |
| 1Y | +37.4% | -41.5% | +79.0% | +69.5% |
| 3Y | +153.3% | -19.2% | +172.5% | +139.6% |
| 5Y | +167.6% | -9.4% | +177.0% | +127.8% |
| 10Y | +514.4% | +195.6% | +318.8% | +101.4% |
| All | +11,026.5% | +509.5% | +10,517.0% | +1,617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling