+5.2%
LOW vs CMI
+164.8%
-159.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -8.9% | -12.4% | +3.5% | -4.6% |
| 3M | -10.4% | -14.8% | +4.4% | -6.1% |
| 6M | -19.4% | +0.8% | -20.2% | -21.7% |
| YTD | -17.1% | +10.2% | -27.3% | -23.1% |
| 1Y | -26.3% | +37.4% | -63.7% | -38.3% |
| 3Y | -9.9% | +153.3% | -163.2% | -44.8% |
| All | +5.2% | +164.8% | -159.6% | -40.1% |
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