+19,478.9%
CMI vs WM
+26,336.4%
-6,857.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -13.4% | -2.4% | -11.1% | -12.9% |
| 3M | -17.0% | +0.4% | -17.4% | -17.6% |
| 6M | -1.6% | -9.5% | +7.8% | +0.3% |
| YTD | +11.0% | +0.5% | +10.5% | +9.8% |
| 1Y | +41.9% | -1.1% | +43.0% | +40.6% |
| 3Y | +151.8% | +46.0% | +105.8% | +122.2% |
| 5Y | +163.6% | +51.8% | +111.8% | +128.9% |
| 10Y | +472.9% | +307.5% | +165.4% | +284.7% |
| All | +19,478.9% | +26,336.4% | -6,857.5% | +8,781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling