+478.4%
CMI vs W
+177.7%
+300.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | -12.5% | -6.2% | -6.3% | -11.9% |
| 3M | -16.2% | +48.9% | -65.1% | -20.7% |
| 6M | +4.9% | +31.2% | -26.3% | +0.1% |
| YTD | +11.1% | -0.4% | +11.6% | +9.0% |
| 1Y | +43.4% | +14.8% | +28.5% | +37.5% |
| 3Y | +154.1% | +40.5% | +113.6% | +126.8% |
| 5Y | +169.5% | -62.1% | +231.6% | +153.2% |
| 10Y | +503.8% | +141.5% | +362.2% | +319.3% |
| All | +478.4% | +177.7% | +300.7% | +300.8% |
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