+112.2%
CMI vs SW
-1.6%
+113.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -13.4% | +4.7% | -18.1% | -14.1% |
| 30D | -16.2% | +5.0% | -21.2% | -16.9% |
| 3M | -30.8% | -7.3% | -23.4% | -30.1% |
| 6M | -33.1% | +15.0% | -48.1% | -34.9% |
| YTD | -11.2% | +18.5% | -29.7% | -14.2% |
| 1Y | +3.6% | +27.1% | -23.5% | -0.9% |
| 3Y | +111.0% | +49.3% | +61.7% | +98.6% |
| 5Y | +112.2% | -1.6% | +113.8% | +95.1% |
| All | +112.2% | -1.6% | +113.8% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling