-21.1%
LOW vs CMI
+45.0%
-66.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -7.0% | -13.4% | +6.4% | -5.2% |
| 3M | -0.9% | -17.0% | +16.1% | +1.2% |
| 6M | -20.1% | -1.6% | -18.4% | -21.9% |
| YTD | -13.9% | +11.0% | -24.9% | -16.7% |
| 1Y | -21.1% | +41.9% | -63.0% | -23.5% |
| All | -21.1% | +45.0% | -66.1% | -23.5% |
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