+114.8%
CMI vs SW
-2.3%
+117.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +0.5% | -2.9% | +3.4% | +0.9% |
| 30D | -14.0% | +5.0% | -19.1% | -14.8% |
| 3M | -28.1% | -13.7% | -14.5% | -26.6% |
| 6M | -35.8% | +8.0% | -43.9% | -37.0% |
| YTD | -10.5% | +14.0% | -24.5% | -13.0% |
| 1Y | -1.9% | +25.6% | -27.5% | -5.9% |
| 3Y | +121.0% | +40.1% | +80.9% | +109.6% |
| All | +114.8% | -2.3% | +117.1% | +100.0% |
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