+153.3%
CMI vs GPN
-27.4%
+180.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -4.3% | +3.6% | 0.0% |
| 30D | -12.4% | 0.0% | -12.4% | -12.5% |
| 3M | -14.8% | +35.8% | -50.6% | -20.6% |
| 6M | +0.8% | +22.0% | -21.2% | -4.4% |
| YTD | +10.2% | +15.2% | -5.0% | +5.5% |
| 1Y | +37.4% | +3.5% | +33.9% | +35.2% |
| 3Y | +153.3% | -26.9% | +180.2% | +161.3% |
| All | +153.3% | -27.4% | +180.7% | +161.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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