-49.3%
TE vs CMI
+164.8%
-214.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | -0.5% |
| 7D | +0.2% | -0.7% | +0.9% | +1.0% |
| 30D | -5.9% | -12.4% | +6.5% | +6.2% |
| 3M | -45.6% | -14.8% | -30.8% | -35.7% |
| 6M | -43.4% | +0.8% | -44.2% | -42.5% |
| YTD | -31.0% | +10.2% | -41.2% | -35.5% |
| 1Y | +145.2% | +37.4% | +107.8% | +86.4% |
| 3Y | -24.1% | +153.3% | -177.3% | -65.8% |
| All | -49.3% | +164.8% | -214.1% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling