+37.4%
CMI vs ACI
-32.3%
+69.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.6% |
| 7D | -0.7% | -3.7% | +3.0% | -1.2% |
| 30D | -12.4% | +0.6% | -13.0% | -12.3% |
| 3M | -14.8% | -20.3% | +5.6% | -15.4% |
| 6M | +0.8% | -24.7% | +25.5% | -0.4% |
| YTD | +10.2% | -27.2% | +37.4% | +9.1% |
| 1Y | +37.4% | -32.7% | +70.2% | +32.2% |
| All | +37.4% | -32.3% | +69.8% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling