+335.9%
CMI vs CSGP
+65.4%
+270.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -1.8% | -7.1% | +5.3% | -0.3% |
| 30D | -12.2% | +3.6% | -15.9% | -13.7% |
| 3M | -26.5% | -2.7% | -23.8% | -27.1% |
| 6M | -33.6% | -8.0% | -25.6% | -34.0% |
| YTD | -8.3% | -55.0% | +46.7% | +9.5% |
| 1Y | -1.3% | -55.8% | +54.5% | +18.3% |
| 3Y | +124.8% | -62.0% | +186.8% | +176.3% |
| 5Y | +119.9% | -62.9% | +182.8% | +165.1% |
| 10Y | +335.9% | +62.6% | +273.3% | +268.9% |
| All | +335.9% | +65.4% | +270.5% | +268.9% |
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