-6.4%
T vs CMI
+10.9%
-17.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.8% | +1.2% |
| 7D | +5.5% | -11.2% | +16.7% | +3.8% |
| 30D | -8.9% | -9.8% | +0.9% | -10.2% |
| 3M | -5.6% | -25.5% | +20.0% | -9.2% |
| 6M | -14.3% | -27.7% | +13.4% | -17.7% |
| YTD | -7.9% | -6.6% | -1.3% | -9.8% |
| 1Y | -6.4% | +11.7% | -18.1% | -8.1% |
| All | -6.4% | +10.9% | -17.3% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling