+19,506.8%
CMI vs UL
+2,632.7%
+16,874.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.6% |
| 7D | +1.9% | -1.3% | +3.2% | +2.5% |
| 30D | -12.5% | +0.9% | -13.4% | -13.0% |
| 3M | -16.2% | +14.2% | -30.4% | -21.8% |
| 6M | +4.9% | -3.2% | +8.0% | +4.9% |
| YTD | +11.1% | -0.3% | +11.5% | +9.5% |
| 1Y | +43.4% | -8.8% | +52.1% | +46.2% |
| 3Y | +154.1% | +23.9% | +130.2% | +121.7% |
| 5Y | +169.5% | +21.4% | +148.1% | +132.4% |
| 10Y | +503.8% | +66.7% | +437.1% | +331.2% |
| All | +19,506.8% | +2,632.7% | +16,874.1% | +5,433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling