-0.9%
TLT vs CMI
+149.3%
-150.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | 0.0% | -12.3% | +12.3% | +0.4% |
| 3M | -2.9% | -16.8% | +13.9% | -2.3% |
| 6M | -6.3% | +1.5% | -7.8% | -6.4% |
| YTD | -3.3% | +9.8% | -13.1% | -3.9% |
| 1Y | -4.2% | +42.6% | -46.8% | -5.8% |
| All | -0.9% | +149.3% | -150.3% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling