+148.6%
TE vs CMI
+45.0%
+103.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -1.2% |
| 7D | -4.0% | -0.7% | -3.2% | -3.4% |
| 30D | -15.9% | -13.4% | -2.5% | -4.3% |
| 3M | -60.5% | -17.0% | -43.6% | -52.4% |
| 6M | -35.2% | -1.6% | -33.6% | -28.2% |
| YTD | -31.1% | +11.0% | -42.1% | -26.1% |
| 1Y | +148.6% | +41.9% | +106.7% | +185.7% |
| All | +148.6% | +45.0% | +103.7% | +185.7% |
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 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