+12,100.0%
CMI vs WAT
+10,644.3%
+1,455.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +1.9% | -0.7% | +2.6% | +2.1% |
| 30D | -12.5% | -1.0% | -11.5% | -12.3% |
| 3M | -16.2% | +10.9% | -27.1% | -19.0% |
| 6M | +4.9% | +33.2% | -28.3% | -4.7% |
| YTD | +11.1% | +6.1% | +5.1% | +7.6% |
| 1Y | +43.4% | +30.2% | +13.1% | +30.0% |
| 3Y | +154.1% | +52.9% | +101.2% | +114.7% |
| 5Y | +169.5% | -5.1% | +174.6% | +157.5% |
| 10Y | +503.8% | +152.6% | +351.2% | +323.7% |
| All | +12,100.0% | +10,644.3% | +1,455.7% | +5,525.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling