+41.9%
CMI vs W
+25.7%
+16.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.6% |
| 7D | -0.7% | -4.2% | +3.4% | -0.4% |
| 30D | -13.4% | -7.6% | -5.9% | -13.0% |
| 3M | -17.0% | +37.2% | -54.2% | -20.3% |
| 6M | -1.6% | +26.3% | -28.0% | -5.4% |
| YTD | +11.0% | -1.0% | +12.0% | +8.8% |
| 1Y | +41.9% | +20.1% | +21.8% | +37.0% |
| All | +41.9% | +25.7% | +16.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling