+2,771.7%
CMI vs WU
-22.3%
+2,793.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.8% |
| 7D | +0.7% | -4.9% | +5.6% | +3.4% |
| 30D | -12.3% | -1.3% | -11.0% | -12.0% |
| 3M | -16.8% | -3.6% | -13.2% | -18.1% |
| 6M | +1.5% | -24.3% | +25.9% | +13.3% |
| YTD | +9.8% | -21.1% | +30.9% | +18.8% |
| 1Y | +42.6% | -10.3% | +52.9% | +41.5% |
| 3Y | +151.0% | -28.4% | +179.4% | +173.8% |
| 5Y | +167.0% | -51.2% | +218.2% | +251.6% |
| 10Y | +512.2% | -39.6% | +551.8% | +556.5% |
| All | +2,771.7% | -22.3% | +2,793.9% | +2,242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling