+216.7%
CTVA vs CMI
+313.6%
-96.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | -4.5% | -0.7% | -3.8% | -4.2% |
| 30D | +11.3% | -12.4% | +23.7% | +17.1% |
| 3M | +12.3% | -14.8% | +27.1% | +18.4% |
| 6M | +7.2% | +0.8% | +6.4% | +3.6% |
| YTD | +26.0% | +10.2% | +15.8% | +16.1% |
| 1Y | +16.0% | +37.4% | -21.4% | -4.6% |
| 3Y | +73.9% | +153.3% | -79.4% | +2.1% |
| 5Y | +103.8% | +167.6% | -63.8% | +13.1% |
| All | +216.7% | +313.6% | -96.9% | +35.9% |
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