+153.3%
CMI vs VSXY
+352.7%
-199.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -12.4% | -18.7% | +6.3% | -10.2% |
| 3M | -14.8% | -4.0% | -10.8% | -14.9% |
| 6M | +0.8% | +67.5% | -66.7% | -7.8% |
| YTD | +10.2% | +39.7% | -29.5% | +2.8% |
| 1Y | +37.4% | +180.0% | -142.5% | +16.4% |
| 3Y | +153.3% | +337.3% | -184.0% | +102.5% |
| All | +153.3% | +352.7% | -199.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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