+165.0%
CMI vs WU
-51.3%
+216.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -0.7% | -3.5% | +2.8% | +0.2% |
| 30D | -12.4% | -2.9% | -9.4% | -11.8% |
| 3M | -14.8% | -2.3% | -12.5% | -15.9% |
| 6M | +0.8% | -25.4% | +26.2% | +8.5% |
| YTD | +10.2% | -21.2% | +31.4% | +15.8% |
| 1Y | +37.4% | -8.9% | +46.3% | +35.6% |
| 3Y | +153.3% | -29.0% | +182.2% | +169.1% |
| All | +165.0% | -51.3% | +216.3% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling