+240.0%
GM vs CMI
+756.8%
-516.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.3% |
| 7D | -1.1% | +0.8% | -1.9% | -1.6% |
| 30D | -3.4% | -12.8% | +9.4% | +4.6% |
| 3M | +8.7% | -12.4% | +21.1% | +16.0% |
| 6M | +15.4% | -0.9% | +16.3% | +12.7% |
| YTD | +6.6% | +8.9% | -2.3% | -2.9% |
| 1Y | +51.5% | +37.7% | +13.8% | +17.8% |
| 3Y | +169.3% | +148.9% | +20.5% | +39.1% |
| 5Y | +81.6% | +164.4% | -82.8% | -9.7% |
| 10Y | +240.7% | +506.9% | -266.3% | +4.5% |
| All | +240.0% | +756.8% | -516.7% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling