+67.7%
V vs CMI
+165.6%
-97.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +1.9% | -12.3% | +14.2% | +4.8% |
| 3M | +13.2% | -16.8% | +30.0% | +17.2% |
| 6M | +16.7% | +1.5% | +15.2% | +12.9% |
| YTD | +5.4% | +9.8% | -4.4% | -1.5% |
| 1Y | +7.7% | +42.6% | -34.9% | -8.8% |
| 3Y | +52.0% | +151.0% | -99.0% | -0.3% |
| 5Y | +67.7% | +167.0% | -99.3% | +2.7% |
| All | +67.7% | +165.6% | -97.8% | +2.7% |
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