+489.0%
F vs CMI
+16,035.5%
-15,546.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.1% |
| 7D | -3.9% | +1.5% | -5.4% | -4.6% |
| 30D | -0.5% | -14.0% | +13.5% | +5.9% |
| 3M | -12.9% | -28.3% | +15.4% | +0.2% |
| 6M | +1.5% | -34.9% | +36.5% | +20.6% |
| YTD | -5.0% | -9.9% | +4.9% | -3.4% |
| 1Y | -7.3% | -3.6% | -3.7% | -8.6% |
| 3Y | +45.3% | +120.9% | -75.7% | -2.3% |
| 5Y | -15.8% | +116.1% | -131.9% | -42.2% |
| 10Y | +64.2% | +328.5% | -264.3% | -15.4% |
| All | +489.0% | +16,035.5% | -15,546.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling