+155.5%
CMI vs ACM
-19.8%
+175.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -12.5% | -12.9% | +0.4% | -7.9% |
| 3M | -16.2% | -6.4% | -9.8% | -14.9% |
| 6M | +4.9% | -29.2% | +34.1% | +20.7% |
| YTD | +11.1% | -29.9% | +41.1% | +27.0% |
| 1Y | +43.4% | -47.3% | +90.6% | +90.9% |
| All | +155.5% | -19.8% | +175.3% | +157.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 3y: compounded portfolio wealth divided by compounded ACM 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…
3y analysis · Full analysis span regression · 6 months rolling