+165.0%
CMI vs WAB
+221.8%
-56.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -12.4% | -4.1% | -8.3% | -9.8% |
| 3M | -14.8% | +8.2% | -22.9% | -19.7% |
| 6M | +0.8% | +15.4% | -14.6% | -8.7% |
| YTD | +10.2% | +33.1% | -23.0% | -9.2% |
| 1Y | +37.4% | +48.1% | -10.6% | +5.6% |
| 3Y | +153.3% | +167.7% | -14.4% | +30.0% |
| All | +165.0% | +221.8% | -56.8% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling