+503.2%
CMI vs WU
-39.1%
+542.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -0.7% | -3.5% | +2.8% | +0.5% |
| 30D | -12.4% | -2.9% | -9.4% | -11.6% |
| 3M | -14.8% | -2.3% | -12.5% | -16.1% |
| 6M | +0.8% | -25.4% | +26.2% | +10.0% |
| YTD | +10.2% | -21.2% | +31.4% | +17.0% |
| 1Y | +37.4% | -8.9% | +46.3% | +35.9% |
| 3Y | +153.3% | -29.0% | +182.2% | +172.6% |
| 5Y | +167.6% | -50.7% | +218.3% | +233.1% |
| All | +503.2% | -39.1% | +542.3% | +574.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling