+157.2%
EXC vs CMI
+509.0%
-351.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | -1.6% | +0.8% | -2.5% | -1.8% |
| 30D | -2.4% | -12.8% | +10.4% | +0.8% |
| 3M | -4.0% | -12.4% | +8.5% | -1.6% |
| 6M | -9.8% | -0.9% | -8.9% | -11.4% |
| YTD | +2.3% | +8.9% | -6.6% | -2.9% |
| 1Y | +3.8% | +37.7% | -33.9% | -8.7% |
| 3Y | +19.7% | +148.9% | -129.1% | -16.3% |
| 5Y | +45.6% | +164.4% | -118.8% | -2.5% |
| All | +157.2% | +509.0% | -351.8% | +25.5% |
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