+5,760.6%
CRM vs CMI
+5,644.9%
+115.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.4% |
| 7D | -4.4% | -0.7% | -3.7% | -4.1% |
| 30D | +28.1% | -12.4% | +40.5% | +35.0% |
| 3M | +48.8% | -14.8% | +63.6% | +56.1% |
| 6M | +28.3% | +0.8% | +27.5% | +21.9% |
| YTD | -6.0% | +10.2% | -16.2% | -15.0% |
| 1Y | +1.4% | +37.4% | -36.0% | -17.8% |
| 3Y | +11.8% | +153.3% | -141.4% | -33.2% |
| 5Y | -2.0% | +167.6% | -169.6% | -43.8% |
| 10Y | +239.6% | +514.4% | -274.7% | +22.6% |
| All | +5,760.6% | +5,644.9% | +115.6% | +498.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling