+503.2%
CMI vs WAB
+296.8%
+206.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.4% | -4.1% | -8.3% | -10.4% |
| 3M | -14.8% | +8.2% | -22.9% | -18.5% |
| 6M | +0.8% | +15.4% | -14.6% | -6.4% |
| YTD | +10.2% | +33.1% | -23.0% | -4.9% |
| 1Y | +37.4% | +48.1% | -10.6% | +12.3% |
| 3Y | +153.3% | +167.7% | -14.4% | +53.1% |
| 5Y | +167.6% | +225.7% | -58.1% | +46.5% |
| All | +503.2% | +296.8% | +206.4% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling