+164.4%
CMI vs WCC
+211.6%
-47.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | +0.4% |
| 7D | +0.8% | +1.7% | -0.8% | +0.2% |
| 30D | -12.8% | -6.1% | -6.7% | -10.7% |
| 3M | -12.4% | +3.1% | -15.5% | -13.7% |
| 6M | -0.9% | +28.2% | -29.1% | -10.0% |
| YTD | +8.9% | +41.1% | -32.2% | -4.6% |
| 1Y | +37.7% | +61.3% | -23.6% | +14.6% |
| 3Y | +148.9% | +123.6% | +25.2% | +73.2% |
| 5Y | +164.4% | +214.8% | -50.4% | +49.6% |
| All | +164.4% | +211.6% | -47.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling