+629.3%
CMI vs CG
+341.4%
+288.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.9% |
| 7D | +1.9% | -1.3% | +3.2% | +2.3% |
| 30D | -12.5% | -3.2% | -9.4% | -11.8% |
| 3M | -16.2% | +6.2% | -22.4% | -18.3% |
| 6M | +4.9% | -4.7% | +9.5% | +5.7% |
| YTD | +11.1% | -20.6% | +31.8% | +18.8% |
| 1Y | +43.4% | -26.4% | +69.7% | +56.6% |
| 3Y | +154.1% | +55.4% | +98.7% | +111.5% |
| 5Y | +169.5% | +9.8% | +159.7% | +140.5% |
| 10Y | +503.8% | +341.4% | +162.4% | +235.3% |
| All | +629.3% | +341.4% | +288.0% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling