+2,260.8%
CMI vs AG
+255.2%
+2,005.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | +0.5% | -10.0% | +10.4% | +1.9% |
| 30D | -14.0% | -10.5% | -3.5% | -12.9% |
| 3M | -28.1% | -27.3% | -0.9% | -25.4% |
| 6M | -35.8% | -43.0% | +7.1% | -31.5% |
| YTD | -10.5% | -17.9% | +7.4% | -10.1% |
| 1Y | -1.9% | +11.9% | -13.8% | -5.7% |
| 3Y | +121.0% | +201.8% | -80.8% | +76.9% |
| 5Y | +114.6% | -0.1% | +114.6% | +91.3% |
| 10Y | +325.5% | +72.7% | +252.7% | +202.2% |
| All | +2,260.8% | +255.2% | +2,005.7% | +737.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling