+29.2%
DOW vs CMI
+45.0%
-15.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +0.4% | -13.4% | +13.8% | +1.3% |
| 3M | -14.4% | -17.0% | +2.6% | -13.3% |
| 6M | -7.0% | -1.6% | -5.3% | -9.3% |
| YTD | +30.2% | +11.0% | +19.2% | +19.9% |
| 1Y | +29.2% | +41.9% | -12.7% | +9.2% |
| All | +29.2% | +45.0% | -15.8% | +9.2% |
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