+339.4%
CMI vs CSGP
+72.5%
+266.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +3.2% |
| 7D | -6.8% | -1.8% | -5.0% | -6.5% |
| 30D | -10.9% | +5.3% | -16.2% | -12.6% |
| 3M | -27.3% | +3.3% | -30.6% | -28.8% |
| 6M | -30.9% | -4.7% | -26.2% | -31.8% |
| YTD | -7.7% | -53.5% | +45.9% | +9.5% |
| 1Y | 0.0% | -53.7% | +53.7% | +18.5% |
| 3Y | +130.1% | -59.7% | +189.8% | +178.7% |
| 5Y | +121.5% | -62.5% | +183.9% | +166.8% |
| 10Y | +339.4% | +67.3% | +272.1% | +272.5% |
| All | +339.4% | +72.5% | +266.8% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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