+503.2%
CMI vs Z
-2.5%
+505.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.0% | -2.8% | +0.7% |
| 7D | -0.7% | -6.0% | +5.3% | +0.1% |
| 30D | -12.4% | -2.3% | -10.1% | -12.3% |
| 3M | -14.8% | -0.6% | -14.2% | -15.4% |
| 6M | +0.8% | -27.6% | +28.4% | +4.7% |
| YTD | +10.2% | -52.4% | +62.5% | +21.2% |
| 1Y | +37.4% | -63.6% | +101.0% | +57.0% |
| 3Y | +153.3% | -36.4% | +189.7% | +160.4% |
| 5Y | +167.6% | -64.6% | +232.2% | +185.1% |
| All | +503.2% | -2.5% | +505.7% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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