+43.4%
CMI vs GD
+12.5%
+30.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +1.9% | -3.5% | +5.4% | +2.8% |
| 30D | -12.5% | -9.0% | -3.5% | -10.3% |
| 3M | -16.2% | +5.1% | -21.3% | -17.6% |
| 6M | +4.9% | -1.0% | +5.9% | +7.0% |
| YTD | +11.1% | +7.3% | +3.8% | +7.7% |
| 1Y | +43.4% | +12.4% | +30.9% | +37.2% |
| All | +43.4% | +12.5% | +30.9% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling