+157.0%
CMI vs CSGP
-61.9%
+218.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.0% |
| 7D | -0.7% | -4.1% | +3.3% | -0.4% |
| 30D | -13.4% | +2.3% | -15.8% | -13.7% |
| 3M | -17.0% | -8.2% | -8.8% | -16.1% |
| 6M | -1.6% | -35.1% | +33.4% | +6.4% |
| YTD | +11.0% | -54.0% | +65.0% | +30.0% |
| 1Y | +41.9% | -65.3% | +107.2% | +81.4% |
| All | +157.0% | -61.9% | +218.9% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling