+121.5%
CMI vs SW
-2.3%
+123.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -6.8% | +1.8% | -8.6% | -7.1% |
| 30D | -10.9% | +7.0% | -17.9% | -11.9% |
| 3M | -27.3% | -7.6% | -19.7% | -26.6% |
| 6M | -30.9% | +8.5% | -39.4% | -32.2% |
| YTD | -7.7% | +17.7% | -25.3% | -10.7% |
| 1Y | 0.0% | +27.1% | -27.1% | -4.3% |
| 3Y | +130.1% | +48.2% | +81.9% | +116.8% |
| 5Y | +121.5% | -2.3% | +123.8% | +104.5% |
| All | +121.5% | -2.3% | +123.8% | +104.5% |
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