-12.1%
DOW vs CMI
+319.1%
-331.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | -3.9% | -12.4% | +8.5% | +3.9% |
| 3M | -12.7% | -14.8% | +2.1% | -5.7% |
| 6M | -13.7% | +0.8% | -14.5% | -19.8% |
| YTD | +28.4% | +10.2% | +18.2% | +10.8% |
| 1Y | +21.8% | +37.4% | -15.7% | -11.6% |
| 3Y | -35.7% | +153.3% | -189.0% | -71.5% |
| 5Y | -36.8% | +167.6% | -204.4% | -74.0% |
| All | -12.1% | +319.1% | -331.1% | -74.2% |
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 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