-41.7%
ACHR vs CMI
+164.8%
-206.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.4% |
| 7D | -2.3% | -0.7% | -1.6% | -1.6% |
| 30D | -11.3% | -12.4% | +1.1% | -1.4% |
| 3M | +5.3% | -14.8% | +20.1% | +17.6% |
| 6M | -13.2% | +0.8% | -14.0% | -17.6% |
| YTD | -25.8% | +10.2% | -36.0% | -35.2% |
| 1Y | -34.3% | +37.4% | -71.7% | -53.3% |
| 3Y | -19.9% | +153.3% | -173.2% | -65.8% |
| All | -41.7% | +164.8% | -206.5% | -77.0% |
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