-1.4%
TLT vs CMI
+45.0%
-46.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | +0.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.6% | -13.4% | +12.9% | -0.4% |
| 3M | -2.7% | -17.0% | +14.3% | -2.5% |
| 6M | -5.6% | -1.6% | -4.0% | -5.3% |
| YTD | -2.8% | +11.0% | -13.8% | -2.3% |
| 1Y | -1.4% | +41.9% | -43.3% | +1.0% |
| All | -1.4% | +45.0% | -46.4% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling