+37.4%
CMI vs WY
-9.1%
+46.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | -0.7% | -4.2% | +3.5% | +0.1% |
| 30D | -12.4% | -10.1% | -2.3% | -10.5% |
| 3M | -14.8% | -8.5% | -6.3% | -13.3% |
| 6M | +0.8% | -3.3% | +4.1% | +1.2% |
| YTD | +10.2% | -4.4% | +14.6% | +10.2% |
| 1Y | +37.4% | -11.5% | +48.9% | +40.2% |
| All | +37.4% | -9.1% | +46.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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