-15.1%
F vs CMI
+120.1%
-135.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -1.4% |
| 7D | -0.6% | -6.8% | +6.2% | +3.1% |
| 30D | +2.9% | -10.9% | +13.8% | +9.2% |
| 3M | -9.5% | -27.3% | +17.9% | +8.1% |
| 6M | +4.0% | -30.9% | +34.9% | +25.8% |
| YTD | -1.3% | -7.7% | +6.4% | -4.0% |
| 1Y | -1.9% | 0.0% | -1.9% | -10.3% |
| 3Y | +53.5% | +130.1% | -76.6% | -32.5% |
| 5Y | -15.1% | +121.5% | -136.6% | -62.7% |
| All | -15.1% | +120.1% | -135.3% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling