+228.2%
TER vs CMI
+165.6%
+62.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +4.3% |
| 7D | +12.4% | +0.7% | +11.7% | +11.6% |
| 30D | +5.1% | -12.3% | +17.4% | +19.9% |
| 3M | +4.0% | -16.8% | +20.8% | +27.0% |
| 6M | +29.5% | +1.5% | +28.0% | +35.4% |
| YTD | +98.5% | +9.8% | +88.7% | +93.5% |
| 1Y | +234.1% | +42.6% | +191.5% | +164.5% |
| 3Y | +289.0% | +151.0% | +138.0% | +96.6% |
| 5Y | +228.2% | +167.0% | +61.1% | +51.0% |
| All | +228.2% | +165.6% | +62.6% | +51.0% |
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 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