+114.8%
CMI vs GD
+99.6%
+15.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | -14.0% | +8.6% | -22.6% | -17.0% |
| 3M | -28.1% | -7.1% | -21.1% | -26.0% |
| 6M | -35.8% | +7.5% | -43.3% | -38.2% |
| YTD | -10.5% | +9.9% | -20.4% | -15.1% |
| 1Y | -1.9% | +7.6% | -9.4% | -5.9% |
| 3Y | +121.0% | +56.2% | +64.8% | +74.9% |
| All | +114.8% | +99.6% | +15.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling