+41.9%
CMI vs WU
-8.3%
+50.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +2.7% |
| 7D | -0.7% | -0.8% | +0.1% | -0.8% |
| 30D | -13.4% | -1.1% | -12.3% | -13.5% |
| 3M | -17.0% | -3.9% | -13.1% | -17.1% |
| 6M | -1.6% | -20.7% | +19.0% | -1.1% |
| YTD | +11.0% | -18.4% | +29.3% | +11.1% |
| 1Y | +41.9% | -8.1% | +50.0% | +40.2% |
| All | +41.9% | -8.3% | +50.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling