+167.0%
CMI vs ACM
+2.7%
+164.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | +0.1% |
| 7D | +0.7% | -3.7% | +4.4% | +2.4% |
| 30D | -12.3% | -12.7% | +0.4% | -7.4% |
| 3M | -16.8% | -9.8% | -7.0% | -14.0% |
| 6M | +1.5% | -31.4% | +32.9% | +19.8% |
| YTD | +9.8% | -32.1% | +41.9% | +28.6% |
| 1Y | +42.6% | -47.8% | +90.4% | +91.8% |
| 3Y | +151.0% | -22.1% | +173.1% | +163.4% |
| 5Y | +167.0% | +1.8% | +165.2% | +141.2% |
| All | +167.0% | +2.7% | +164.3% | +141.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling