+3.4%
EXC vs CMI
-34.2%
+37.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | -0.2% |
| 7D | -1.9% | +1.5% | -3.5% | -1.7% |
| 30D | +7.8% | -14.0% | +21.7% | +5.5% |
| 3M | +1.9% | -28.3% | +30.2% | -3.1% |
| 6M | +3.4% | -34.9% | +38.3% | -2.9% |
| All | +3.4% | -34.2% | +37.5% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling