-68.9%
U vs CMI
+163.4%
-232.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.5% |
| 7D | 0.0% | +0.8% | -0.9% | -0.7% |
| 30D | -4.1% | -12.8% | +8.7% | +6.0% |
| 3M | +57.8% | -12.4% | +70.2% | +68.7% |
| 6M | +103.5% | -0.9% | +104.4% | +87.9% |
| YTD | -4.8% | +8.9% | -13.6% | -21.3% |
| 1Y | -2.4% | +37.7% | -40.1% | -36.5% |
| 3Y | +11.7% | +148.9% | -137.2% | -61.8% |
| 5Y | -68.9% | +164.4% | -233.2% | -90.6% |
| All | -68.9% | +163.4% | -232.3% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling