+167.0%
CMI vs TT
+143.3%
+23.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.7% | +1.4% | -0.7% | -0.1% |
| 30D | -12.3% | -6.7% | -5.6% | -8.9% |
| 3M | -16.8% | -5.4% | -11.4% | -14.0% |
| 6M | +1.5% | +4.4% | -2.9% | +0.1% |
| YTD | +9.8% | +14.9% | -5.1% | +3.2% |
| 1Y | +42.6% | +9.3% | +33.3% | +37.1% |
| 3Y | +151.0% | +121.7% | +29.3% | +68.6% |
| 5Y | +167.0% | +148.2% | +18.9% | +59.5% |
| All | +167.0% | +143.3% | +23.8% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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