-10.9%
DOW vs CMI
+317.6%
-328.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | -6.0% | +0.7% | -6.7% | -6.5% |
| 30D | -2.7% | -12.3% | +9.5% | +5.2% |
| 3M | -10.5% | -16.8% | +6.3% | -2.2% |
| 6M | -12.4% | +1.5% | -14.0% | -19.1% |
| YTD | +30.0% | +9.8% | +20.2% | +12.5% |
| 1Y | +27.8% | +42.6% | -14.8% | -9.8% |
| 3Y | -34.9% | +151.0% | -185.9% | -71.0% |
| 5Y | -35.9% | +167.0% | -202.9% | -73.6% |
| All | -10.9% | +317.6% | -328.5% | -73.8% |
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