+153.3%
CMI vs GFI
+287.6%
-134.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -0.7% | -4.9% | +4.1% | -0.1% |
| 30D | -12.4% | +10.7% | -23.1% | -13.7% |
| 3M | -14.8% | +25.6% | -40.4% | -17.8% |
| 6M | +0.8% | -8.3% | +9.1% | +0.5% |
| YTD | +10.2% | +6.3% | +3.9% | +8.6% |
| 1Y | +37.4% | +22.1% | +15.4% | +34.0% |
| 3Y | +153.3% | +289.2% | -135.9% | +117.3% |
| All | +153.3% | +287.6% | -134.4% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling