+3,094.0%
SPY vs CMI
+11,771.7%
-8,677.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | +0.1% | -13.4% | +13.5% | +4.5% |
| 3M | +2.0% | -17.0% | +19.0% | +7.4% |
| 6M | +13.0% | -1.6% | +14.7% | +12.3% |
| YTD | +13.5% | +11.0% | +2.6% | +8.3% |
| 1Y | +20.0% | +41.9% | -21.9% | +5.6% |
| 3Y | +77.2% | +151.8% | -74.6% | +29.3% |
| 5Y | +81.9% | +163.6% | -81.7% | +29.7% |
| 10Y | +314.1% | +472.9% | -158.9% | +128.8% |
| All | +3,094.0% | +11,771.7% | -8,677.7% | +567.1% |
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