+112.0%
CMI vs CSGP
-63.4%
+175.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.0% |
| 7D | -10.0% | +1.3% | -11.3% | -10.2% |
| 30D | -13.0% | +10.7% | -23.7% | -14.9% |
| 3M | -29.9% | +3.3% | -33.1% | -30.9% |
| 6M | -36.7% | -10.3% | -26.4% | -36.4% |
| YTD | -10.9% | -54.6% | +43.6% | +5.2% |
| 1Y | -1.3% | -54.6% | +53.3% | +16.4% |
| 3Y | +117.4% | -60.3% | +177.7% | +161.3% |
| All | +112.0% | -63.4% | +175.4% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling