+140.1%
GOOGL vs CMI
+164.8%
-24.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | -1.4% | -12.4% | +11.0% | +3.0% |
| 3M | -5.3% | -14.8% | +9.4% | -0.8% |
| 6M | +9.8% | +0.8% | +9.0% | +7.3% |
| YTD | +8.4% | +10.2% | -1.8% | +1.5% |
| 1Y | +41.2% | +37.4% | +3.8% | +21.1% |
| 3Y | +149.6% | +153.3% | -3.7% | +62.3% |
| All | +140.1% | +164.8% | -24.7% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling