+379.9%
CSCO vs CMI
+516.5%
-136.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.1% | +3.9% |
| 7D | +2.7% | -0.7% | +3.4% | +3.0% |
| 30D | -9.5% | -12.4% | +2.9% | -4.6% |
| 3M | -7.6% | -14.8% | +7.2% | -1.9% |
| 6M | +44.9% | +0.8% | +44.1% | +42.3% |
| YTD | +47.7% | +10.2% | +37.5% | +38.8% |
| 1Y | +69.1% | +37.4% | +31.6% | +43.7% |
| 3Y | +113.5% | +153.3% | -39.8% | +35.8% |
| 5Y | +122.8% | +167.6% | -44.8% | +35.2% |
| All | +379.9% | +516.5% | -136.5% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling