+112.0%
CMI vs GD
+94.5%
+17.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | -10.0% | -5.0% | -5.0% | -8.0% |
| 30D | -13.0% | +8.9% | -21.9% | -16.1% |
| 3M | -29.9% | -8.0% | -21.8% | -27.4% |
| 6M | -36.7% | +2.9% | -39.6% | -37.8% |
| YTD | -10.9% | +7.1% | -18.0% | -14.5% |
| 1Y | -1.3% | +5.9% | -7.3% | -4.8% |
| 3Y | +117.4% | +53.9% | +63.5% | +73.1% |
| All | +112.0% | +94.5% | +17.5% | +38.7% |
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 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