+46.1%
GOOGL vs CMI
+45.0%
+1.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -1.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -6.6% | -13.4% | +6.8% | -3.6% |
| 3M | -9.0% | -17.0% | +8.0% | -5.5% |
| 6M | +11.8% | -1.6% | +13.4% | +9.2% |
| YTD | +8.3% | +11.0% | -2.7% | +0.5% |
| 1Y | +46.1% | +41.9% | +4.2% | +26.5% |
| All | +46.1% | +45.0% | +1.1% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling