+32.0%
CTVA vs CMI
+10.9%
+21.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.8% | +9.0% | +3.4% |
| 7D | +8.2% | -11.2% | +19.4% | +8.7% |
| 30D | -1.0% | -9.8% | +8.8% | -0.7% |
| 3M | +4.6% | -25.5% | +30.1% | +6.3% |
| 6M | +0.5% | -27.7% | +28.1% | +2.3% |
| YTD | +22.7% | -6.6% | +29.3% | +21.4% |
| 1Y | +32.0% | +11.7% | +20.3% | +24.7% |
| All | +32.0% | +10.9% | +21.1% | +24.7% |
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