-44.0%
ACHR vs CMI
+183.4%
-227.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.5% |
| 7D | -2.3% | -0.7% | -1.6% | -1.7% |
| 30D | -11.3% | -12.4% | +1.1% | -2.3% |
| 3M | +5.3% | -14.8% | +20.1% | +16.6% |
| 6M | -13.2% | +0.8% | -14.0% | -16.9% |
| YTD | -25.8% | +10.2% | -36.0% | -33.9% |
| 1Y | -34.3% | +37.4% | -71.7% | -51.2% |
| 3Y | -19.9% | +153.3% | -173.2% | -61.1% |
| 5Y | -42.7% | +167.6% | -210.2% | -73.9% |
| All | -44.0% | +183.4% | -227.5% | -73.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling