+7.9%
CRM vs CMI
+33.3%
-25.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +3.8% |
| 7D | +0.1% | -3.5% | +3.6% | -1.1% |
| 30D | +32.2% | -14.0% | +46.2% | +26.3% |
| 3M | +56.4% | -17.7% | +74.0% | +47.9% |
| 6M | +35.2% | +1.7% | +33.5% | +29.3% |
| YTD | -1.6% | +7.1% | -8.7% | -4.6% |
| All | +7.9% | +33.3% | -25.5% | +6.5% |
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