+35.8%
CMI vs AG
+117.1%
-81.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | +0.1% |
| 7D | +0.8% | -5.8% | +6.6% | +1.9% |
| 30D | -12.8% | +6.4% | -19.1% | -14.1% |
| 3M | -12.4% | +28.4% | -40.8% | -17.3% |
| 6M | -0.9% | -24.5% | +23.6% | +1.5% |
| YTD | +8.9% | +21.2% | -12.3% | +4.5% |
| All | +35.8% | +117.1% | -81.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling