+163.7%
CMI vs GTLB
-50.0%
+213.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.6% |
| 7D | +1.9% | +4.6% | -2.7% | +1.5% |
| 30D | -12.5% | +21.0% | -33.5% | -14.0% |
| 3M | -16.2% | +51.7% | -67.9% | -19.4% |
| 6M | +4.9% | +89.3% | -84.4% | -1.8% |
| YTD | +11.1% | +25.6% | -14.5% | +8.2% |
| 1Y | +43.4% | -1.5% | +44.9% | +42.6% |
| 3Y | +154.1% | -9.9% | +164.0% | +149.0% |
| All | +163.7% | -50.0% | +213.6% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling