+41.9%
CMI vs BBWI
-34.3%
+76.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | -0.1% | +2.5% |
| 7D | -0.7% | +1.5% | -2.2% | -0.9% |
| 30D | -13.4% | -5.2% | -8.3% | -12.9% |
| 3M | -17.0% | +11.1% | -28.1% | -18.6% |
| 6M | -1.6% | -13.4% | +11.7% | -0.6% |
| YTD | +11.0% | +0.1% | +10.9% | +10.7% |
| 1Y | +41.9% | -36.1% | +78.0% | +47.4% |
| All | +41.9% | -34.3% | +76.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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