+1,258.4%
NET vs CMI
+219.0%
+1,039.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.9% | -3.3% | -6.4% |
| 7D | -21.2% | -13.4% | -7.8% | -16.7% |
| 30D | -31.1% | -16.2% | -14.9% | -26.4% |
| 3M | -16.5% | -30.8% | +14.2% | -4.5% |
| 6M | 0.0% | -33.1% | +33.1% | +14.5% |
| YTD | +24.0% | -11.2% | +35.2% | +24.8% |
| 1Y | +7.0% | +3.6% | +3.4% | +0.9% |
| 3Y | +279.6% | +111.0% | +168.5% | +171.2% |
| 5Y | +24.0% | +112.2% | -88.2% | -13.0% |
| All | +1,258.4% | +219.0% | +1,039.4% | +801.7% |
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