+1,460.9%
CMI vs ACM
+252.1%
+1,208.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.5% | +5.6% | -5.2% | -2.5% |
| 30D | -14.0% | +20.8% | -34.9% | -22.6% |
| 3M | -28.1% | +11.4% | -39.6% | -32.9% |
| 6M | -35.8% | +0.9% | -36.8% | -37.6% |
| YTD | -10.5% | -24.8% | +14.3% | +0.3% |
| 1Y | -1.9% | -46.4% | +44.6% | +31.9% |
| 3Y | +121.0% | -9.2% | +130.2% | +119.4% |
| 5Y | +114.6% | +5.0% | +109.6% | +93.2% |
| 10Y | +325.5% | +130.6% | +194.9% | +119.2% |
| All | +1,460.9% | +252.1% | +1,208.8% | +421.5% |
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