+3.4%
EXC vs CMI
+10.9%
-7.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +0.9% |
| 7D | +3.3% | -11.2% | +14.5% | +1.9% |
| 30D | +13.3% | -9.8% | +23.1% | +11.9% |
| 3M | +1.8% | -25.5% | +27.4% | -1.6% |
| 6M | +1.1% | -27.7% | +28.8% | -2.3% |
| YTD | +9.0% | -6.6% | +15.6% | +7.7% |
| 1Y | +3.4% | +11.7% | -8.3% | +3.3% |
| All | +3.4% | +10.9% | -7.5% | +3.3% |
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