+19,506.8%
CMI vs BBWI
+999.2%
+18,507.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.3% | +1.1% |
| 7D | +1.9% | +1.6% | +0.3% | +1.4% |
| 30D | -12.5% | -6.2% | -6.3% | -11.4% |
| 3M | -16.2% | +4.3% | -20.6% | -18.3% |
| 6M | +4.9% | -7.2% | +12.0% | +4.3% |
| YTD | +11.1% | -3.0% | +14.2% | +8.7% |
| 1Y | +43.4% | -30.8% | +74.1% | +51.6% |
| 3Y | +154.1% | -43.4% | +197.5% | +170.1% |
| 5Y | +169.5% | -66.7% | +236.2% | +214.9% |
| 10Y | +503.8% | -55.7% | +559.5% | +414.1% |
| All | +19,506.8% | +999.2% | +18,507.7% | +5,328.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling