-0.8%
CRM vs CMI
+164.8%
-165.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.3% |
| 30D | +28.1% | -12.4% | +40.5% | +31.5% |
| 3M | +48.8% | -14.8% | +63.6% | +52.0% |
| 6M | +28.3% | +0.8% | +27.5% | +21.5% |
| YTD | -6.0% | +10.2% | -16.2% | -14.9% |
| 1Y | +1.4% | +37.4% | -36.0% | -17.0% |
| 3Y | +11.8% | +153.3% | -141.4% | -32.7% |
| All | -0.8% | +164.8% | -165.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling