+37.4%
CMI vs TRU
-13.7%
+51.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.3% |
| 7D | -0.7% | -2.7% | +2.0% | -0.9% |
| 30D | -12.4% | -2.0% | -10.3% | -12.5% |
| 3M | -14.8% | +18.4% | -33.2% | -15.3% |
| 6M | +0.8% | +8.9% | -8.1% | +0.5% |
| YTD | +10.2% | -8.9% | +19.1% | +10.8% |
| 1Y | +37.4% | -15.9% | +53.3% | +36.1% |
| All | +37.4% | -13.7% | +51.1% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling