+105.8%
V vs CMI
+115.6%
-9.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +6.3% | -14.0% | +20.3% | +9.5% |
| 3M | +17.2% | -28.3% | +45.5% | +25.3% |
| 6M | +29.2% | -34.9% | +64.2% | +40.3% |
| YTD | +20.8% | -9.9% | +30.7% | +17.4% |
| 1Y | +25.0% | -3.6% | +28.6% | +18.6% |
| 3Y | +75.3% | +120.9% | -45.7% | +16.1% |
| 5Y | +105.8% | +116.1% | -10.2% | +34.7% |
| All | +105.8% | +115.6% | -9.8% | +34.7% |
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