+9,711.3%
CMI vs WTW
+1,102.0%
+8,609.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.7% | -5.7% | +5.0% | +2.1% |
| 30D | -12.4% | -7.3% | -5.1% | -9.5% |
| 3M | -14.8% | +21.5% | -36.2% | -23.5% |
| 6M | +0.8% | +9.6% | -8.8% | -6.4% |
| YTD | +10.2% | -3.3% | +13.5% | +7.9% |
| 1Y | +37.4% | -6.1% | +43.6% | +36.1% |
| 3Y | +153.3% | +61.8% | +91.4% | +85.0% |
| 5Y | +167.6% | +42.7% | +124.9% | +106.0% |
| 10Y | +514.4% | +197.2% | +317.1% | +203.7% |
| All | +9,711.3% | +1,102.0% | +8,609.2% | +3,362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling