+307.5%
CMI vs TW
+211.2%
+96.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -12.3% | -0.6% | -11.7% | -12.3% |
| 3M | -16.8% | +3.4% | -20.2% | -17.8% |
| 6M | +1.5% | -18.4% | +20.0% | +4.8% |
| YTD | +9.8% | -3.9% | +13.7% | +9.1% |
| 1Y | +42.6% | -13.3% | +55.9% | +44.8% |
| 3Y | +151.0% | +20.8% | +130.2% | +130.6% |
| 5Y | +167.0% | +20.3% | +146.7% | +141.0% |
| All | +307.5% | +211.2% | +96.2% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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