+1,622.6%
T vs CMI
+15,921.4%
-14,298.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | +0.5% | +2.1% | +2.4% |
| 30D | -3.8% | -14.0% | +10.3% | -1.0% |
| 3M | -8.7% | -28.1% | +19.4% | -2.7% |
| 6M | -8.1% | -35.8% | +27.7% | -0.5% |
| YTD | -6.4% | -10.5% | +4.1% | -6.4% |
| 1Y | -9.8% | -1.9% | -7.9% | -11.5% |
| 3Y | +65.5% | +121.0% | -55.5% | +33.4% |
| 5Y | +57.0% | +114.6% | -57.6% | +26.0% |
| 10Y | +60.8% | +325.5% | -264.7% | +9.8% |
| All | +1,622.6% | +15,921.4% | -14,298.8% | +446.8% |
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