+503.2%
CMI vs WTW
+198.0%
+305.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -5.7% | +5.0% | +1.4% |
| 30D | -12.4% | -7.3% | -5.1% | -10.1% |
| 3M | -14.8% | +21.5% | -36.2% | -21.8% |
| 6M | +0.8% | +9.6% | -8.8% | -4.7% |
| YTD | +10.2% | -3.3% | +13.5% | +9.3% |
| 1Y | +37.4% | -6.1% | +43.6% | +37.8% |
| 3Y | +153.3% | +61.8% | +91.4% | +90.3% |
| 5Y | +167.6% | +42.7% | +124.9% | +111.1% |
| All | +503.2% | +198.0% | +305.2% | +227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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