+365.8%
CMI vs W
+210.9%
+154.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -14.0% | +6.8% | -20.8% | -14.8% |
| 3M | -28.1% | +10.7% | -38.8% | -29.2% |
| 6M | -35.8% | +86.3% | -122.2% | -41.1% |
| YTD | -10.5% | +11.5% | -22.0% | -13.6% |
| 1Y | -1.9% | +5.1% | -7.0% | -4.8% |
| 3Y | +121.0% | +171.0% | -50.0% | +84.8% |
| 5Y | +114.6% | -56.6% | +171.2% | +98.4% |
| 10Y | +325.5% | +213.4% | +112.0% | +189.6% |
| All | +365.8% | +210.9% | +154.9% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling