-36.1%
HOOD vs CMI
+10.9%
-47.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.8% | +7.8% | +4.7% |
| 7D | -4.4% | -11.2% | +6.8% | +1.0% |
| 30D | -23.4% | -9.8% | -13.6% | -19.5% |
| 3M | -6.5% | -25.5% | +19.0% | +7.0% |
| 6M | +14.2% | -27.7% | +41.8% | +28.7% |
| YTD | -22.7% | -6.6% | -16.1% | -29.5% |
| 1Y | -36.1% | +11.7% | -47.8% | -49.9% |
| All | -36.1% | +10.9% | -47.0% | -49.9% |
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 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