+1,182.2%
CMI price history and return analytics
+371.8%
+810.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | +1.9% | +1.0% | +0.9% | +0.6% |
| 30D | -12.5% | -0.2% | -12.3% | -12.3% |
| 3M | -16.2% | +4.5% | -20.8% | -20.6% |
| 6M | +4.9% | +14.1% | -9.2% | -10.7% |
| YTD | +11.1% | +14.8% | -3.6% | -5.6% |
| 1Y | +43.4% | +21.2% | +22.2% | +13.7% |
| 3Y | +154.1% | +76.6% | +77.5% | +25.6% |
| 5Y | +169.5% | +66.6% | +102.9% | +41.4% |
| 10Y | +503.8% | +222.3% | +281.5% | +26.3% |
| All | +1,182.2% | +371.8% | +810.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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