+345.1%
CMI vs SW
+182.7%
+162.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -10.0% | +2.3% | -12.3% | -10.3% |
| 30D | -13.0% | +6.8% | -19.8% | -13.9% |
| 3M | -29.9% | -5.2% | -24.7% | -29.5% |
| 6M | -36.7% | +7.4% | -44.1% | -37.6% |
| YTD | -10.9% | +17.4% | -28.3% | -13.5% |
| 1Y | -1.3% | +27.1% | -28.4% | -5.2% |
| 3Y | +117.4% | +47.9% | +69.5% | +104.0% |
| 5Y | +112.9% | -2.6% | +115.5% | +103.1% |
| All | +345.1% | +182.7% | +162.4% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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