-7.5%
T vs CMI
+39.5%
-46.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.2% |
| 7D | +1.5% | -0.7% | +2.2% | +1.4% |
| 30D | +7.5% | -12.4% | +19.9% | +5.6% |
| 3M | +14.8% | -14.8% | +29.6% | +12.4% |
| 6M | -1.7% | +0.8% | -2.5% | -2.1% |
| YTD | +8.7% | +10.2% | -1.5% | +9.7% |
| 1Y | -7.5% | +37.4% | -44.9% | -3.6% |
| All | -7.5% | +39.5% | -46.9% | -3.6% |
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