-35.7%
U vs CMI
+204.6%
-240.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.7% |
| 7D | +5.5% | -0.7% | +6.2% | +6.0% |
| 30D | -1.3% | -12.4% | +11.1% | +7.5% |
| 3M | +64.6% | -14.8% | +79.4% | +78.6% |
| 6M | +119.4% | +0.8% | +118.6% | +103.6% |
| YTD | -0.5% | +10.2% | -10.7% | -15.3% |
| 1Y | +1.3% | +37.4% | -36.1% | -28.5% |
| 3Y | +15.6% | +153.3% | -137.7% | -50.5% |
| 5Y | -67.5% | +167.6% | -235.1% | -87.1% |
| All | -35.7% | +204.6% | -240.3% | -76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling