+379.1%
V vs CMI
+516.5%
-137.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.4% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +3.1% | -12.4% | +15.5% | +7.8% |
| 3M | +16.3% | -14.8% | +31.1% | +21.8% |
| 6M | +20.4% | +0.8% | +19.6% | +16.2% |
| YTD | +6.3% | +10.2% | -3.9% | -2.2% |
| 1Y | +8.7% | +37.4% | -28.7% | -9.8% |
| 3Y | +53.3% | +153.3% | -100.0% | -6.9% |
| 5Y | +71.1% | +167.6% | -96.5% | -1.2% |
| All | +379.1% | +516.5% | -137.3% | +78.3% |
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