+1,866.0%
T vs CMI
+19,796.6%
-17,930.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | -1.5% | +1.9% | -3.4% | -1.9% |
| 30D | +7.6% | -12.5% | +20.1% | +10.5% |
| 3M | +15.3% | -16.2% | +31.5% | +18.8% |
| 6M | -8.5% | +4.9% | -13.3% | -10.6% |
| YTD | +6.8% | +11.1% | -4.4% | +2.5% |
| 1Y | -7.2% | +43.4% | -50.6% | -16.0% |
| 3Y | +108.2% | +154.1% | -45.8% | +63.7% |
| 5Y | +66.1% | +169.5% | -103.4% | +27.5% |
| 10Y | +65.3% | +503.8% | -438.5% | +5.4% |
| All | +1,866.0% | +19,796.6% | -17,930.6% | +498.7% |
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