-50.0%
TE vs CMI
+273.5%
-323.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.2% |
| 7D | +15.0% | +0.7% | +14.3% | +14.5% |
| 30D | -7.5% | -12.3% | +4.8% | -0.1% |
| 3M | -42.0% | -16.8% | -25.2% | -34.1% |
| 6M | -31.4% | +1.5% | -32.9% | -30.1% |
| YTD | -26.5% | +9.8% | -36.3% | -27.9% |
| 1Y | +153.1% | +42.6% | +110.5% | +116.3% |
| 3Y | -20.7% | +151.0% | -171.7% | -45.7% |
| 5Y | -45.4% | +167.0% | -212.5% | -63.6% |
| All | -50.0% | +273.5% | -323.5% | -67.0% |
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