+83.1%
SPY vs CMI
+164.8%
-81.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | -1.1% | -12.4% | +11.3% | +3.6% |
| 3M | +3.9% | -14.8% | +18.6% | +9.2% |
| 6M | +13.6% | +0.8% | +12.8% | +11.0% |
| YTD | +12.7% | +10.2% | +2.5% | +5.4% |
| 1Y | +17.5% | +37.4% | -19.9% | -0.2% |
| 3Y | +76.9% | +153.3% | -76.4% | +13.2% |
| All | +83.1% | +164.8% | -81.7% | +9.5% |
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 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