+503.2%
CMI vs GME
+285.6%
+217.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -0.7% | +10.4% | -11.1% | -1.0% |
| 30D | -12.4% | +14.1% | -26.5% | -12.7% |
| 3M | -14.8% | -4.6% | -10.1% | -14.7% |
| 6M | +0.8% | -13.5% | +14.3% | +1.1% |
| YTD | +10.2% | +5.3% | +4.9% | +9.9% |
| 1Y | +37.4% | -14.9% | +52.3% | +37.8% |
| 3Y | +153.3% | +24.3% | +129.0% | +143.0% |
| 5Y | +167.6% | -55.6% | +223.2% | +159.3% |
| All | +503.2% | +285.6% | +217.6% | +307.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling