-39.0%
U vs CMI
+206.8%
-245.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.8% |
| 7D | -3.8% | -0.7% | -3.1% | -3.4% |
| 30D | +17.5% | -13.4% | +30.9% | +28.7% |
| 3M | +38.7% | -17.0% | +55.7% | +53.3% |
| 6M | +104.4% | -1.6% | +106.1% | +93.5% |
| YTD | -5.7% | +11.0% | -16.7% | -20.2% |
| 1Y | +3.7% | +41.9% | -38.2% | -28.8% |
| 3Y | +12.3% | +151.8% | -139.5% | -51.7% |
| 5Y | -68.8% | +163.6% | -232.4% | -87.7% |
| All | -39.0% | +206.8% | -245.9% | -77.4% |
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