+227.5%
LOW vs CMI
+516.5%
-288.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | -8.9% | -12.4% | +3.5% | -3.5% |
| 3M | -10.4% | -14.8% | +4.4% | -5.0% |
| 6M | -19.4% | +0.8% | -20.2% | -21.8% |
| YTD | -17.1% | +10.2% | -27.3% | -23.7% |
| 1Y | -26.3% | +37.4% | -63.7% | -39.7% |
| 3Y | -9.9% | +153.3% | -163.2% | -47.6% |
| 5Y | +6.1% | +167.6% | -161.5% | -41.3% |
| All | +227.5% | +516.5% | -288.9% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling