+153.3%
CMI vs GME
+18.5%
+134.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +1.1% |
| 7D | -0.7% | +10.4% | -11.1% | -0.9% |
| 30D | -12.4% | +14.1% | -26.5% | -12.6% |
| 3M | -14.8% | -4.6% | -10.1% | -14.7% |
| 6M | +0.8% | -13.5% | +14.3% | +1.0% |
| YTD | +10.2% | +5.3% | +4.9% | +10.0% |
| 1Y | +37.4% | -14.9% | +52.3% | +37.7% |
| 3Y | +153.3% | +24.3% | +129.0% | +159.5% |
| All | +153.3% | +18.5% | +134.8% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling