+14,183.4%
TER vs CMI
+19,768.2%
-5,584.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.0% |
| 7D | +0.6% | -0.7% | +1.3% | +1.1% |
| 30D | -8.3% | -13.4% | +5.2% | -0.4% |
| 3M | -12.2% | -17.0% | +4.8% | -0.9% |
| 6M | +17.1% | -1.6% | +18.7% | +22.5% |
| YTD | +84.7% | +11.0% | +73.7% | +81.2% |
| 1Y | +199.9% | +41.9% | +158.0% | +160.3% |
| 3Y | +232.8% | +151.8% | +81.0% | +115.1% |
| 5Y | +198.6% | +163.6% | +35.0% | +88.6% |
| 10Y | +1,669.7% | +472.9% | +1,196.8% | +635.3% |
| All | +14,183.4% | +19,768.2% | -5,584.8% | +800.4% |
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