+19,478.9%
CMI vs GD
+20,186.6%
-707.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.7% |
| 7D | -0.7% | -5.3% | +4.5% | +1.9% |
| 30D | -13.4% | -6.4% | -7.0% | -10.7% |
| 3M | -17.0% | +5.7% | -22.7% | -19.6% |
| 6M | -1.6% | -0.9% | -0.7% | -2.1% |
| YTD | +11.0% | +8.2% | +2.8% | +5.5% |
| 1Y | +41.9% | +13.4% | +28.5% | +31.8% |
| 3Y | +151.8% | +68.5% | +83.3% | +89.2% |
| 5Y | +163.6% | +97.2% | +66.4% | +81.7% |
| 10Y | +472.9% | +190.2% | +282.7% | +223.5% |
| All | +19,478.9% | +20,186.6% | -707.7% | +5,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling