+5,367.1%
O vs CMI
+10,807.4%
-5,440.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.6% | +1.9% | -2.4% | -1.1% |
| 30D | -2.0% | -12.5% | +10.6% | +1.5% |
| 3M | +3.0% | -16.2% | +19.2% | +7.1% |
| 6M | -3.6% | +4.9% | -8.5% | -6.3% |
| YTD | +12.1% | +11.1% | +0.9% | +6.7% |
| 1Y | +8.9% | +43.4% | -34.5% | -3.8% |
| 3Y | +30.3% | +154.1% | -123.7% | -3.7% |
| 5Y | +13.7% | +169.5% | -155.8% | -18.5% |
| 10Y | +50.3% | +503.8% | -453.5% | -15.7% |
| All | +5,367.1% | +10,807.4% | -5,440.2% | +1,550.5% |
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 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