-1.9%
CMI vs GLXY
-53.6%
+51.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.3% |
| 7D | +0.5% | +5.3% | -4.8% | -0.6% |
| 30D | -14.0% | -19.8% | +5.8% | -11.6% |
| 3M | -28.1% | -31.4% | +3.2% | -24.8% |
| 6M | -35.8% | -53.3% | +17.5% | -28.9% |
| YTD | -10.5% | -35.7% | +25.2% | -11.1% |
| 1Y | -1.9% | -47.2% | +45.3% | -0.8% |
| All | -1.9% | -53.6% | +51.7% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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