+1,381.0%
NET vs CMI
+235.5%
+1,145.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -0.4% |
| 7D | -16.4% | -11.2% | -5.2% | -12.5% |
| 30D | -25.8% | -9.8% | -16.0% | -22.9% |
| 3M | -11.5% | -25.5% | +14.0% | -1.6% |
| 6M | +18.9% | -27.7% | +46.6% | +32.0% |
| YTD | +35.2% | -6.6% | +41.8% | +33.4% |
| 1Y | +14.5% | +11.7% | +2.8% | +4.7% |
| 3Y | +313.8% | +122.0% | +191.8% | +189.8% |
| 5Y | +32.6% | +125.0% | -92.4% | -8.8% |
| All | +1,381.0% | +235.5% | +1,145.5% | +863.6% |
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