+34,107.2%
LOW vs CMI
+19,388.4%
+14,718.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -2.6% | +0.8% | -3.5% | -2.9% |
| 30D | -11.1% | -12.8% | +1.6% | -7.1% |
| 3M | -8.5% | -12.4% | +3.9% | -5.2% |
| 6M | -20.8% | -0.9% | -20.0% | -21.7% |
| YTD | -17.2% | +8.9% | -26.1% | -21.1% |
| 1Y | -24.7% | +37.7% | -62.4% | -34.1% |
| 3Y | -9.7% | +148.9% | -158.6% | -36.0% |
| 5Y | +6.0% | +164.4% | -158.4% | -27.0% |
| 10Y | +230.5% | +506.9% | -276.5% | +71.5% |
| All | +34,107.2% | +19,388.4% | +14,718.8% | +5,119.8% |
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