+19,506.8%
CMI vs AA
+309.2%
+19,197.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.2% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | -12.5% | +3.3% | -15.8% | -14.0% |
| 3M | -16.2% | -29.4% | +13.2% | -5.6% |
| 6M | +4.9% | -12.8% | +17.7% | +7.1% |
| YTD | +11.1% | -2.1% | +13.3% | +7.7% |
| 1Y | +43.4% | +62.8% | -19.4% | +12.5% |
| 3Y | +154.1% | +90.5% | +63.6% | +71.3% |
| 5Y | +169.5% | +19.1% | +150.4% | +86.8% |
| 10Y | +503.8% | +124.8% | +379.0% | +130.4% |
| All | +19,506.8% | +309.2% | +19,197.7% | +5,253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling