+503.2%
CMI vs WCC
+541.6%
-38.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.3% |
| 30D | -12.4% | -2.1% | -10.3% | -11.8% |
| 3M | -14.8% | +3.8% | -18.6% | -16.2% |
| 6M | +0.8% | +35.0% | -34.2% | -10.1% |
| YTD | +10.2% | +46.4% | -36.2% | -4.7% |
| 1Y | +37.4% | +63.0% | -25.6% | +13.9% |
| 3Y | +153.3% | +133.9% | +19.3% | +73.8% |
| 5Y | +167.6% | +226.5% | -58.9% | +55.0% |
| All | +503.2% | +541.6% | -38.4% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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