+164.4%
CMI vs AG
+64.4%
+100.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.3% |
| 7D | +0.8% | -5.8% | +6.6% | +1.5% |
| 30D | -12.8% | +6.4% | -19.1% | -13.6% |
| 3M | -12.4% | +28.4% | -40.8% | -15.5% |
| 6M | -0.9% | -24.5% | +23.6% | +1.0% |
| YTD | +8.9% | +21.2% | -12.3% | +5.3% |
| 1Y | +37.7% | +114.1% | -76.4% | +25.5% |
| 3Y | +148.9% | +268.0% | -119.2% | +107.7% |
| 5Y | +164.4% | +67.3% | +97.0% | +129.7% |
| All | +164.4% | +64.4% | +100.0% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling