+322.4%
NET vs CMI
+121.4%
+201.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.2% | -0.2% |
| 7D | -16.4% | -11.2% | -5.2% | -12.2% |
| 30D | -25.8% | -9.8% | -16.0% | -22.7% |
| 3M | -11.5% | -25.5% | +14.0% | -0.5% |
| 6M | +18.9% | -27.7% | +46.6% | +32.9% |
| YTD | +35.2% | -6.6% | +41.8% | +28.3% |
| 1Y | +14.5% | +11.7% | +2.8% | -2.7% |
| All | +322.4% | +121.4% | +201.0% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling