+68.7%
CMI vs GLXY
+2.7%
+66.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | +0.8% | -8.9% | +9.8% | +2.3% |
| 30D | -12.8% | +19.9% | -32.6% | -15.7% |
| 3M | -12.4% | -20.0% | +7.5% | -10.6% |
| 6M | -0.9% | +10.5% | -11.4% | -4.7% |
| YTD | +8.9% | +7.9% | +0.9% | +3.1% |
| 1Y | +37.7% | -7.5% | +45.2% | +32.7% |
| All | +68.7% | +2.7% | +66.0% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling