+284.2%
CMI vs ACI
+21.8%
+262.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.3% |
| 7D | +1.9% | -2.6% | +4.5% | +2.0% |
| 30D | -12.5% | +1.1% | -13.6% | -12.6% |
| 3M | -16.2% | -23.6% | +7.4% | -14.7% |
| 6M | +4.9% | -29.9% | +34.8% | +7.4% |
| YTD | +11.1% | -26.9% | +38.0% | +13.2% |
| 1Y | +43.4% | -34.2% | +77.6% | +47.4% |
| 3Y | +154.1% | -43.6% | +197.7% | +164.3% |
| 5Y | +169.5% | -42.4% | +211.9% | +176.7% |
| All | +284.2% | +21.8% | +262.4% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling