+114.8%
CMI vs AG
0.0%
+114.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +0.5% | -10.0% | +10.4% | +1.8% |
| 30D | -14.0% | -10.5% | -3.5% | -12.9% |
| 3M | -28.1% | -27.3% | -0.9% | -25.7% |
| 6M | -35.8% | -43.0% | +7.1% | -32.2% |
| YTD | -10.5% | -17.9% | +7.4% | -9.5% |
| 1Y | -1.9% | +11.9% | -13.8% | -3.8% |
| 3Y | +121.0% | +201.8% | -80.8% | +90.6% |
| All | +114.8% | 0.0% | +114.8% | +96.4% |
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