+19,478.9%
CMI vs TT
+16,138.6%
+3,340.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -13.4% | -7.2% | -6.3% | -9.5% |
| 3M | -17.0% | -3.0% | -14.0% | -15.4% |
| 6M | -1.6% | +1.4% | -3.0% | -1.9% |
| YTD | +11.0% | +15.9% | -4.9% | +1.9% |
| 1Y | +41.9% | +9.4% | +32.5% | +34.5% |
| 3Y | +151.8% | +124.4% | +27.4% | +50.7% |
| 5Y | +163.6% | +138.0% | +25.6% | +48.6% |
| 10Y | +472.9% | +886.4% | -413.5% | +31.6% |
| All | +19,478.9% | +16,138.6% | +3,340.3% | +1,166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling