+153.3%
CMI vs USFR
+14.1%
+139.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.4% |
| 7D | -0.7% | +0.1% | -0.9% | -0.4% |
| 30D | -12.4% | +0.4% | -12.7% | -11.6% |
| 3M | -14.8% | +1.0% | -15.8% | -12.2% |
| 6M | +0.8% | +2.0% | -1.2% | +5.1% |
| YTD | +10.2% | +2.8% | +7.4% | +15.2% |
| 1Y | +37.4% | +4.1% | +33.3% | +42.8% |
| 3Y | +153.3% | +14.1% | +139.1% | +167.4% |
| All | +153.3% | +14.1% | +139.1% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling