+165.0%
CMI vs GAP
+8.7%
+156.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.6% | +0.7% |
| 7D | -0.7% | -4.1% | +3.4% | +0.1% |
| 30D | -12.4% | +6.2% | -18.6% | -13.7% |
| 3M | -14.8% | -0.7% | -14.1% | -15.2% |
| 6M | +0.8% | -7.1% | +7.9% | +1.2% |
| YTD | +10.2% | -14.1% | +24.3% | +12.0% |
| 1Y | +37.4% | -8.5% | +45.9% | +37.4% |
| 3Y | +153.3% | +115.4% | +37.9% | +101.3% |
| All | +165.0% | +8.7% | +156.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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