-10.0%
CRM vs CMI
+10.9%
-20.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +0.2% |
| 7D | -6.2% | -11.2% | +5.0% | -9.9% |
| 30D | -1.2% | -9.8% | +8.7% | -4.4% |
| 3M | +19.1% | -25.5% | +44.7% | +7.9% |
| 6M | +23.0% | -27.7% | +50.6% | +10.7% |
| YTD | -13.7% | -6.6% | -7.1% | -19.3% |
| 1Y | -10.0% | +11.7% | -21.6% | -13.2% |
| All | -10.0% | +10.9% | -20.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling