+883.7%
CMI vs SW
+743.1%
+140.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.8% | -6.1% |
| 7D | -11.2% | +12.1% | -23.3% | -12.1% |
| 30D | -9.8% | +6.6% | -16.4% | -10.4% |
| 3M | -25.5% | -6.0% | -19.5% | -25.2% |
| 6M | -27.7% | +21.5% | -49.1% | -29.0% |
| YTD | -6.6% | +20.3% | -26.9% | -8.4% |
| 1Y | +11.7% | +28.1% | -16.5% | +9.0% |
| 3Y | +122.0% | +51.6% | +70.4% | +113.6% |
| 5Y | +125.0% | -0.1% | +125.1% | +118.4% |
| 10Y | +389.2% | +189.7% | +199.5% | +341.6% |
| All | +883.7% | +743.1% | +140.7% | +713.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling