+43.4%
CMI vs CSGP
-66.0%
+109.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | -0.2% |
| 7D | +1.9% | -5.1% | +7.0% | +0.8% |
| 30D | -12.5% | +0.3% | -12.8% | -12.2% |
| 3M | -16.2% | -9.1% | -7.1% | -16.1% |
| 6M | +4.9% | -37.3% | +42.1% | +3.6% |
| YTD | +11.1% | -54.9% | +66.0% | +7.5% |
| 1Y | +43.4% | -65.5% | +108.9% | +37.0% |
| All | +43.4% | -66.0% | +109.3% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling