-44.8%
ACHR vs CMI
+182.4%
-227.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.5% | -4.8% |
| 7D | -2.7% | +0.7% | -3.4% | -3.2% |
| 30D | -12.1% | -12.3% | +0.1% | -3.4% |
| 3M | +3.4% | -16.8% | +20.2% | +16.7% |
| 6M | -15.6% | +1.5% | -17.2% | -19.8% |
| YTD | -26.9% | +9.8% | -36.7% | -34.7% |
| 1Y | -34.8% | +42.6% | -77.3% | -53.1% |
| 3Y | -19.2% | +151.0% | -170.2% | -60.6% |
| 5Y | -43.8% | +167.0% | -210.8% | -74.4% |
| All | -44.8% | +182.4% | -227.3% | -74.1% |
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