+164.4%
CMI vs BBWI
-69.5%
+233.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | +0.8% | -8.0% | +8.8% | +2.4% |
| 30D | -12.8% | -6.6% | -6.2% | -11.9% |
| 3M | -12.4% | -2.7% | -9.7% | -12.8% |
| 6M | -0.9% | -12.8% | +11.9% | +0.2% |
| YTD | +8.9% | -10.5% | +19.3% | +9.1% |
| 1Y | +37.7% | -35.3% | +73.0% | +46.0% |
| 3Y | +148.9% | -47.7% | +196.6% | +165.8% |
| 5Y | +164.4% | -68.9% | +233.2% | +192.1% |
| All | +164.4% | -69.5% | +233.8% | +192.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling