+335.9%
CMI vs SW
+182.3%
+153.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.8% | -2.6% | +0.7% | -1.5% |
| 30D | -12.2% | +7.2% | -19.4% | -13.2% |
| 3M | -26.5% | -10.5% | -16.1% | -25.6% |
| 6M | -33.6% | +9.9% | -43.5% | -34.8% |
| YTD | -8.3% | +17.2% | -25.6% | -10.9% |
| 1Y | -1.3% | +26.5% | -27.8% | -5.0% |
| 3Y | +124.8% | +47.7% | +77.1% | +110.9% |
| 5Y | +119.9% | +0.2% | +119.7% | +109.0% |
| 10Y | +335.9% | +182.3% | +153.6% | +264.4% |
| All | +335.9% | +182.3% | +153.6% | +264.4% |
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