+11.7%
CMI vs GFS
+15.5%
-3.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.9% | +0.2% | -4.1% |
| 7D | -11.2% | -12.5% | +1.3% | -7.8% |
| 30D | -9.8% | -16.9% | +7.1% | -5.2% |
| 3M | -25.5% | -22.3% | -3.3% | -20.7% |
| 6M | -27.7% | -40.2% | +12.6% | -17.9% |
| YTD | -6.6% | +16.0% | -22.6% | -11.8% |
| 1Y | +11.7% | +17.7% | -6.0% | +6.0% |
| All | +11.7% | +15.5% | -3.8% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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