+19,104.6%
CMI vs GWW
+13,908.6%
+5,196.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | +0.8% | -3.1% | +4.0% | +2.6% |
| 30D | -12.8% | -2.3% | -10.4% | -11.7% |
| 3M | -12.4% | -3.3% | -9.1% | -11.1% |
| 6M | -0.9% | +15.4% | -16.3% | -8.9% |
| YTD | +8.9% | +26.7% | -17.9% | -5.3% |
| 1Y | +37.7% | +29.0% | +8.7% | +18.5% |
| 3Y | +148.9% | +89.0% | +59.9% | +70.1% |
| 5Y | +164.4% | +221.8% | -57.4% | +30.2% |
| 10Y | +506.9% | +562.7% | -55.7% | +80.7% |
| All | +19,104.6% | +13,908.6% | +5,196.0% | +1,522.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling