+503.2%
CMI vs BBWI
-55.0%
+558.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | -0.1% |
| 7D | -0.7% | -4.8% | +4.1% | +0.2% |
| 30D | -12.4% | +3.5% | -15.9% | -13.3% |
| 3M | -14.8% | -0.3% | -14.5% | -15.5% |
| 6M | +0.8% | -5.4% | +6.2% | +0.2% |
| YTD | +10.2% | -4.7% | +14.9% | +9.0% |
| 1Y | +37.4% | -30.5% | +67.9% | +43.2% |
| 3Y | +153.3% | -44.3% | +197.6% | +167.0% |
| 5Y | +167.6% | -66.9% | +234.5% | +201.1% |
| All | +503.2% | -55.0% | +558.2% | +422.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling