-34.4%
DOW vs CMI
+147.2%
-181.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -2.4% | +0.8% | -3.2% | -2.7% |
| 30D | -4.1% | -12.8% | +8.7% | +0.8% |
| 3M | -12.4% | -12.4% | 0.0% | -9.6% |
| 6M | -10.6% | -0.9% | -9.7% | -15.6% |
| YTD | +31.1% | +8.9% | +22.2% | +16.1% |
| 1Y | +30.5% | +37.7% | -7.2% | -1.0% |
| All | -34.4% | +147.2% | -181.5% | -66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling