+112.5%
NET vs CMI
+164.2%
-51.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.6% |
| 7D | -7.0% | -0.7% | -6.3% | -6.6% |
| 30D | -4.8% | -13.4% | +8.7% | +3.5% |
| 3M | +3.8% | -17.0% | +20.8% | +14.0% |
| 6M | +50.0% | -1.6% | +51.7% | +43.7% |
| YTD | +41.5% | +11.0% | +30.5% | +22.6% |
| 1Y | +32.8% | +41.9% | -9.1% | -4.6% |
| 3Y | +335.9% | +151.8% | +184.1% | +92.2% |
| All | +112.5% | +164.2% | -51.7% | -20.0% |
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