+165.0%
CMI vs WTW
+42.0%
+123.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -5.7% | +5.0% | +0.5% |
| 30D | -12.4% | -7.3% | -5.1% | -11.1% |
| 3M | -14.8% | +21.5% | -36.2% | -19.1% |
| 6M | +0.8% | +9.6% | -8.8% | -2.0% |
| YTD | +10.2% | -3.3% | +13.5% | +11.5% |
| 1Y | +37.4% | -6.1% | +43.6% | +40.5% |
| 3Y | +153.3% | +61.8% | +91.4% | +96.9% |
| All | +165.0% | +42.0% | +123.0% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling