+11.7%
CMI vs GME
+15.0%
-3.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -5.6% |
| 7D | -11.2% | +7.8% | -19.0% | -11.0% |
| 30D | -9.8% | -0.4% | -9.4% | -9.6% |
| 3M | -25.5% | +30.9% | -56.4% | -24.9% |
| 6M | -27.7% | +5.5% | -33.1% | -26.4% |
| YTD | -6.6% | +25.2% | -31.8% | -4.7% |
| 1Y | +11.7% | +14.4% | -2.7% | +11.5% |
| All | +11.7% | +15.0% | -3.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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