+156.3%
CMI vs GFS
-2.1%
+158.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.7% |
| 7D | +0.7% | +4.5% | -3.8% | -0.4% |
| 30D | -12.3% | -8.2% | -4.1% | -10.6% |
| 3M | -16.8% | -38.9% | +22.1% | -7.2% |
| 6M | +1.5% | -2.9% | +4.4% | +0.7% |
| YTD | +9.8% | +31.8% | -22.0% | +1.0% |
| 1Y | +42.6% | +43.1% | -0.6% | +28.3% |
| 3Y | +151.0% | -20.6% | +171.6% | +145.6% |
| All | +156.3% | -2.1% | +158.4% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling