+130.1%
CMI vs WM
+45.6%
+84.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -6.8% | -0.5% | -6.4% | -6.8% |
| 30D | -10.9% | +13.3% | -24.2% | -10.8% |
| 3M | -27.3% | +4.4% | -31.7% | -27.3% |
| 6M | -30.9% | +10.8% | -41.7% | -31.4% |
| YTD | -7.7% | +9.1% | -16.7% | -8.7% |
| 1Y | 0.0% | +19.1% | -19.1% | -2.8% |
| 3Y | +130.1% | +45.7% | +84.4% | +108.8% |
| All | +130.1% | +45.6% | +84.5% | +108.8% |
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