+487.4%
CMI vs Z
+25.1%
+462.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -13.4% | -4.2% | -9.3% | -13.1% |
| 3M | -17.0% | -3.7% | -13.3% | -17.1% |
| 6M | -1.6% | -24.5% | +22.9% | +1.6% |
| YTD | +11.0% | -49.3% | +60.3% | +21.1% |
| 1Y | +41.9% | -58.7% | +100.6% | +59.1% |
| 3Y | +151.8% | -34.1% | +185.9% | +157.7% |
| 5Y | +163.6% | -64.5% | +228.1% | +181.1% |
| 10Y | +472.9% | -0.5% | +473.4% | +358.1% |
| All | +487.4% | +25.1% | +462.3% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling