+1,838.4%
CMI vs ACM
+228.1%
+1,610.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.6% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | -12.5% | -12.9% | +0.4% | -6.8% |
| 3M | -16.2% | -6.4% | -9.8% | -14.7% |
| 6M | +4.9% | -29.2% | +34.1% | +23.6% |
| YTD | +11.1% | -29.9% | +41.1% | +30.1% |
| 1Y | +43.4% | -47.3% | +90.6% | +94.8% |
| 3Y | +154.1% | -19.6% | +173.7% | +170.5% |
| 5Y | +169.5% | +5.5% | +164.0% | +142.0% |
| 10Y | +503.8% | +129.7% | +374.1% | +210.5% |
| All | +1,838.4% | +228.1% | +1,610.3% | +576.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling