+150.2%
CMI vs W
+34.3%
+115.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.5% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -12.8% | -5.6% | -7.2% | -12.1% |
| 3M | -12.4% | +41.9% | -54.4% | -18.6% |
| 6M | -0.9% | +30.2% | -31.1% | -7.3% |
| YTD | +8.9% | -2.9% | +11.8% | +6.4% |
| 1Y | +37.7% | +11.6% | +26.1% | +29.9% |
| All | +150.2% | +34.3% | +115.9% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling