+503.2%
CMI vs WPM
+558.4%
-55.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +1.0% |
| 7D | -0.7% | -0.6% | -0.2% | -0.7% |
| 30D | -12.4% | +14.4% | -26.8% | -14.0% |
| 3M | -14.8% | +37.0% | -51.8% | -18.4% |
| 6M | +0.8% | +4.1% | -3.3% | -0.6% |
| YTD | +10.2% | +31.7% | -21.5% | +6.1% |
| 1Y | +37.4% | +44.2% | -6.7% | +31.0% |
| 3Y | +153.3% | +265.5% | -112.2% | +119.5% |
| 5Y | +167.6% | +262.5% | -94.9% | +129.0% |
| All | +503.2% | +558.4% | -55.2% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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