+165.0%
CMI vs GH
+20.8%
+144.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.0% |
| 3M | -14.8% | +20.2% | -35.0% | -16.5% |
| 6M | +0.8% | +78.8% | -78.0% | -5.1% |
| YTD | +10.2% | +54.1% | -43.9% | +5.1% |
| 1Y | +37.4% | +177.1% | -139.6% | +24.1% |
| 3Y | +153.3% | +371.6% | -218.3% | +114.1% |
| All | +165.0% | +20.8% | +144.2% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling