+131.2%
TLT vs CMI
+11,488.4%
-11,357.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | +0.4% | +1.9% | -1.5% | +0.6% |
| 30D | -0.3% | -12.5% | +12.2% | -1.6% |
| 3M | -1.7% | -16.2% | +14.5% | -3.3% |
| 6M | -4.9% | +4.9% | -9.8% | -4.1% |
| YTD | -2.8% | +11.1% | -13.9% | -1.2% |
| 1Y | -4.2% | +43.4% | -47.6% | +0.2% |
| 3Y | -1.1% | +154.1% | -155.2% | +10.7% |
| 5Y | -33.7% | +169.5% | -203.2% | -24.7% |
| 10Y | -20.7% | +503.8% | -524.5% | +1.2% |
| All | +131.2% | +11,488.4% | -11,357.2% | +322.7% |
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