+1,802.9%
TER vs CMI
+509.0%
+1,293.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -2.8% |
| 7D | +9.4% | +0.8% | +8.5% | +8.7% |
| 30D | -2.4% | -12.8% | +10.3% | +9.2% |
| 3M | +6.5% | -12.4% | +19.0% | +21.1% |
| 6M | +23.2% | -0.9% | +24.1% | +30.3% |
| YTD | +91.5% | +8.9% | +82.6% | +89.3% |
| 1Y | +214.8% | +37.7% | +177.1% | +165.4% |
| 3Y | +275.3% | +148.9% | +126.5% | +111.5% |
| 5Y | +211.9% | +164.4% | +47.5% | +67.3% |
| All | +1,802.9% | +509.0% | +1,293.9% | +531.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling