+165.0%
CMI vs GWW
+222.0%
-57.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -0.7% | -3.4% | +2.6% | +1.0% |
| 30D | -12.4% | -1.9% | -10.5% | -11.6% |
| 3M | -14.8% | -2.4% | -12.4% | -13.9% |
| 6M | +0.8% | +15.7% | -14.9% | -6.7% |
| YTD | +10.2% | +27.6% | -17.4% | -3.0% |
| 1Y | +37.4% | +27.2% | +10.2% | +21.1% |
| 3Y | +153.3% | +89.7% | +63.6% | +83.2% |
| All | +165.0% | +222.0% | -57.0% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling