+22.5%
F vs CMI
+41.9%
-19.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -2.9% | -12.3% | +9.4% | +0.7% |
| 3M | -9.1% | -16.8% | +7.7% | -4.7% |
| 6M | +12.9% | +1.5% | +11.4% | +9.0% |
| YTD | +6.1% | +9.8% | -3.7% | -1.6% |
| 1Y | +22.5% | +42.6% | -20.1% | +2.5% |
| All | +22.5% | +41.9% | -19.4% | +2.5% |
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 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