+503.2%
CMI vs UL
+66.7%
+436.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.7% | -3.4% | +2.7% | +0.2% |
| 30D | -12.4% | +0.5% | -12.9% | -12.6% |
| 3M | -14.8% | +7.2% | -22.0% | -17.0% |
| 6M | +0.8% | -3.1% | +3.9% | +1.0% |
| YTD | +10.2% | -2.7% | +12.9% | +10.1% |
| 1Y | +37.4% | -10.2% | +47.7% | +40.5% |
| 3Y | +153.3% | +20.3% | +133.0% | +130.8% |
| 5Y | +167.6% | +19.9% | +147.7% | +140.3% |
| All | +503.2% | +66.7% | +436.5% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling