+336.3%
CMI vs GD
+176.7%
+159.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.4% | +2.3% |
| 7D | -6.8% | -3.0% | -3.8% | -5.0% |
| 30D | -10.9% | +9.3% | -20.2% | -15.5% |
| 3M | -27.3% | -7.2% | -20.1% | -24.3% |
| 6M | -30.9% | +5.5% | -36.3% | -33.6% |
| YTD | -7.7% | +9.5% | -17.2% | -14.1% |
| 1Y | 0.0% | +6.4% | -6.4% | -5.2% |
| 3Y | +130.1% | +59.8% | +70.2% | +65.4% |
| 5Y | +121.5% | +98.0% | +23.5% | +34.3% |
| All | +336.3% | +176.7% | +159.6% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling