+39.6%
CMI vs GLXY
-35.4%
+75.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.3% | -0.9% |
| 7D | +1.5% | +16.9% | -15.4% | -1.1% |
| 30D | -14.0% | -23.0% | +9.0% | -11.3% |
| 3M | -28.3% | -28.0% | -0.3% | -25.9% |
| 6M | -34.9% | -51.6% | +16.7% | -29.4% |
| YTD | -9.9% | -32.1% | +22.2% | -9.4% |
| 1Y | -3.6% | -51.5% | +47.8% | -0.3% |
| All | +39.6% | -35.4% | +75.0% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling