+503.2%
CMI vs CG
+314.7%
+188.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | -0.7% | -9.9% | +9.1% | +2.9% |
| 30D | -12.4% | -11.7% | -0.7% | -8.8% |
| 3M | -14.8% | -4.3% | -10.5% | -13.9% |
| 6M | +0.8% | -8.8% | +9.6% | +3.1% |
| YTD | +10.2% | -26.9% | +37.0% | +21.5% |
| 1Y | +37.4% | -35.4% | +72.9% | +57.8% |
| 3Y | +153.3% | +43.0% | +110.2% | +114.6% |
| 5Y | +167.6% | +1.9% | +165.7% | +142.9% |
| All | +503.2% | +314.7% | +188.5% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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