+218.9%
CTVA vs CMI
+308.6%
-89.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | +11.1% | -12.8% | +23.9% | +17.1% |
| 3M | +13.7% | -12.4% | +26.2% | +18.4% |
| 6M | +11.2% | -0.9% | +12.1% | +8.2% |
| YTD | +26.9% | +8.9% | +18.0% | +17.5% |
| 1Y | +18.8% | +37.7% | -18.9% | -2.5% |
| 3Y | +75.9% | +148.9% | -72.9% | +4.1% |
| 5Y | +105.2% | +164.4% | -59.1% | +14.5% |
| All | +218.9% | +308.6% | -89.6% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling