+280.9%
CMI vs ACI
+21.2%
+259.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.0% |
| 7D | -0.7% | -3.7% | +3.0% | -0.5% |
| 30D | -12.4% | +0.6% | -13.0% | -12.4% |
| 3M | -14.8% | -20.3% | +5.6% | -13.6% |
| 6M | +0.8% | -24.7% | +25.5% | +2.5% |
| YTD | +10.2% | -27.2% | +37.4% | +12.3% |
| 1Y | +37.4% | -32.7% | +70.2% | +41.0% |
| 3Y | +153.3% | -43.9% | +197.2% | +163.6% |
| 5Y | +167.6% | -38.9% | +206.5% | +173.6% |
| All | +280.9% | +21.2% | +259.7% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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