-35.8%
CMI vs Z
-23.8%
-12.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.4% |
| 7D | +0.5% | +0.8% | -0.4% | +0.6% |
| 30D | -14.0% | +5.2% | -19.2% | -12.9% |
| 3M | -28.1% | -17.0% | -11.1% | -30.4% |
| 6M | -35.8% | -22.7% | -13.2% | -33.1% |
| All | -35.8% | -23.8% | -12.0% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling