+154.1%
CMI vs WM
+44.2%
+109.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +1.9% | -0.9% | +2.8% | +1.9% |
| 30D | -12.5% | -4.3% | -8.2% | -12.5% |
| 3M | -16.2% | +0.8% | -17.0% | -16.8% |
| 6M | +4.9% | -10.8% | +15.6% | +6.0% |
| YTD | +11.1% | -0.1% | +11.2% | +9.9% |
| 1Y | +43.4% | +1.0% | +42.4% | +41.8% |
| 3Y | +154.1% | +45.1% | +109.0% | +134.1% |
| All | +154.1% | +44.2% | +109.9% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 3y: compounded portfolio wealth divided by compounded WM 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…
3y analysis · Full analysis span regression · 6 months rolling