+8,165.3%
CMI vs CSGP
+3,334.4%
+4,830.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.4% |
| 7D | -0.7% | -4.1% | +3.3% | +0.2% |
| 30D | -13.4% | +2.3% | -15.8% | -14.2% |
| 3M | -17.0% | -8.2% | -8.8% | -16.5% |
| 6M | -1.6% | -35.1% | +33.4% | +6.6% |
| YTD | +11.0% | -54.0% | +65.0% | +29.4% |
| 1Y | +41.9% | -65.3% | +107.2% | +76.1% |
| 3Y | +151.8% | -62.6% | +214.4% | +203.3% |
| 5Y | +163.6% | -64.8% | +228.4% | +215.3% |
| 10Y | +472.9% | +45.1% | +427.8% | +377.5% |
| All | +8,165.3% | +3,334.4% | +4,830.8% | +4,711.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling