+43.5%
F vs CMI
+156.4%
-112.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.2% |
| 7D | +5.3% | -0.7% | +6.1% | +5.6% |
| 30D | +4.6% | -13.4% | +18.0% | +11.3% |
| 3M | -3.7% | -17.0% | +13.3% | +3.5% |
| 6M | +16.8% | -1.6% | +18.5% | +14.2% |
| YTD | +15.3% | +11.0% | +4.3% | +4.6% |
| 1Y | +31.0% | +41.9% | -10.9% | +3.0% |
| All | +43.5% | +156.4% | -112.8% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling