+503.2%
CMI vs GWW
+570.2%
-67.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -0.7% | -3.4% | +2.6% | +0.9% |
| 30D | -12.4% | -1.9% | -10.5% | -11.6% |
| 3M | -14.8% | -2.4% | -12.4% | -14.0% |
| 6M | +0.8% | +15.7% | -14.9% | -6.3% |
| YTD | +10.2% | +27.6% | -17.4% | -2.4% |
| 1Y | +37.4% | +27.2% | +10.2% | +21.7% |
| 3Y | +153.3% | +89.7% | +63.6% | +84.0% |
| 5Y | +167.6% | +223.9% | -56.3% | +48.4% |
| All | +503.2% | +570.2% | -67.0% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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