+27.7%
V vs CMI
-3.8%
+31.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | +0.9% | +0.5% | +0.5% | +1.0% |
| 30D | +9.0% | -14.0% | +23.0% | +7.6% |
| 3M | +16.7% | -28.1% | +44.9% | +13.6% |
| 6M | +33.4% | -35.8% | +69.3% | +29.3% |
| YTD | +22.4% | -10.5% | +32.9% | +15.3% |
| 1Y | +27.7% | -1.9% | +29.5% | +19.5% |
| All | +27.7% | -3.8% | +31.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling