+114.8%
CMI vs CSGP
-62.5%
+177.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | +0.5% | +1.3% | -0.9% | +0.3% |
| 30D | -14.0% | +2.8% | -16.9% | -14.9% |
| 3M | -28.1% | -6.3% | -21.8% | -27.9% |
| 6M | -35.8% | -3.2% | -32.7% | -36.5% |
| YTD | -10.5% | -54.0% | +43.4% | +5.6% |
| 1Y | -1.9% | -54.8% | +53.0% | +16.2% |
| 3Y | +121.0% | -60.6% | +181.6% | +166.8% |
| All | +114.8% | -62.5% | +177.3% | +156.3% |
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