+1,115.2%
DIA vs CMI
+7,784.1%
-6,668.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | -2.1% | -12.5% | +10.4% | +2.0% |
| 3M | +4.2% | -16.2% | +20.4% | +9.3% |
| 6M | +11.9% | +4.9% | +7.0% | +8.9% |
| YTD | +10.8% | +11.1% | -0.3% | +5.5% |
| 1Y | +17.5% | +43.4% | -25.9% | +2.8% |
| 3Y | +59.9% | +154.1% | -94.1% | +15.5% |
| 5Y | +64.1% | +169.5% | -105.3% | +15.0% |
| 10Y | +246.2% | +503.8% | -257.6% | +87.2% |
| All | +1,115.2% | +7,784.1% | -6,668.9% | +141.0% |
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