+345.0%
CMI vs GH
+467.1%
-122.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | -0.7% | -2.5% | +1.8% | -0.5% |
| 30D | -12.4% | -4.7% | -7.7% | -12.1% |
| 3M | -14.8% | +20.2% | -35.0% | -16.4% |
| 6M | +0.8% | +78.8% | -78.0% | -4.8% |
| YTD | +10.2% | +54.1% | -43.9% | +5.4% |
| 1Y | +37.4% | +177.1% | -139.6% | +24.7% |
| 3Y | +153.3% | +371.6% | -218.3% | +114.9% |
| 5Y | +167.6% | +21.9% | +145.7% | +140.9% |
| All | +345.0% | +467.1% | -122.1% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling