+105.9%
GILD vs CMI
+150.2%
-44.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -4.8% | -0.7% | -4.1% | -4.8% |
| 30D | +5.8% | -12.4% | +18.2% | +7.1% |
| 3M | +14.9% | -14.8% | +29.7% | +16.2% |
| 6M | -0.4% | +0.8% | -1.1% | -2.0% |
| YTD | +18.5% | +10.2% | +8.3% | +14.8% |
| 1Y | +25.1% | +37.4% | -12.3% | +16.8% |
| 3Y | +105.9% | +153.3% | -47.4% | +66.3% |
| All | +105.9% | +150.2% | -44.3% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling