+165.0%
CMI vs WAT
-3.5%
+168.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.7% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -12.4% | -1.9% | -10.5% | -12.0% |
| 3M | -14.8% | +13.5% | -28.3% | -18.2% |
| 6M | +0.8% | +37.2% | -36.4% | -9.4% |
| YTD | +10.2% | +7.5% | +2.7% | +6.2% |
| 1Y | +37.4% | +35.0% | +2.4% | +22.7% |
| 3Y | +153.3% | +55.1% | +98.2% | +111.6% |
| All | +165.0% | -3.5% | +168.5% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling