+165.0%
CMI vs VSXY
+22.6%
+142.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.4% | -18.7% | +6.3% | -9.9% |
| 3M | -14.8% | -4.0% | -10.8% | -14.9% |
| 6M | +0.8% | +67.5% | -66.7% | -9.1% |
| YTD | +10.2% | +39.7% | -29.5% | +1.7% |
| 1Y | +37.4% | +180.0% | -142.5% | +12.9% |
| 3Y | +153.3% | +337.3% | -184.0% | +80.3% |
| All | +165.0% | +22.6% | +142.3% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling