+91.5%
CSCO vs CMI
+114.0%
-22.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -15.8% | -14.0% | -1.8% | -11.3% |
| 3M | -15.4% | -28.1% | +12.8% | -5.3% |
| 6M | -5.4% | -35.8% | +30.4% | +9.5% |
| YTD | +26.5% | -10.5% | +37.0% | +28.8% |
| 1Y | +25.9% | -1.9% | +27.7% | +23.9% |
| 3Y | +97.5% | +121.0% | -23.5% | +39.0% |
| All | +91.5% | +114.0% | -22.5% | +34.8% |
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