+19,339.2%
CMI vs WY
+655.2%
+18,684.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.7% | -4.2% | +3.5% | +1.5% |
| 30D | -12.4% | -10.1% | -2.3% | -7.6% |
| 3M | -14.8% | -8.5% | -6.3% | -11.7% |
| 6M | +0.8% | -3.3% | +4.1% | +1.5% |
| YTD | +10.2% | -4.4% | +14.6% | +11.0% |
| 1Y | +37.4% | -11.5% | +48.9% | +43.5% |
| 3Y | +153.3% | -24.3% | +177.6% | +182.0% |
| 5Y | +167.6% | -21.3% | +188.9% | +185.4% |
| 10Y | +514.4% | +7.0% | +507.4% | +393.9% |
| All | +19,339.2% | +655.2% | +18,684.0% | +6,481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling