+22.1%
CTVA vs CMI
+45.0%
-22.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | +4.9% | -0.7% | +5.7% | +5.0% |
| 30D | +11.9% | -13.4% | +25.4% | +13.0% |
| 3M | +13.7% | -17.0% | +30.7% | +15.1% |
| 6M | +13.1% | -1.6% | +14.8% | +12.3% |
| YTD | +32.0% | +11.0% | +21.0% | +30.4% |
| 1Y | +22.1% | +41.9% | -19.8% | +18.6% |
| All | +22.1% | +45.0% | -22.9% | +18.6% |
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