+165.0%
CMI vs AA
+1.1%
+163.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.7% | -3.4% | +2.7% | 0.0% |
| 30D | -12.4% | -5.8% | -6.6% | -11.4% |
| 3M | -14.8% | -29.9% | +15.1% | -8.6% |
| 6M | +0.8% | -27.0% | +27.8% | +6.5% |
| YTD | +10.2% | -8.7% | +18.9% | +10.4% |
| 1Y | +37.4% | +50.6% | -13.2% | +22.8% |
| 3Y | +153.3% | +74.1% | +79.2% | +111.9% |
| All | +165.0% | +1.1% | +163.9% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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