+2,831.9%
CMI vs AG
+439.9%
+2,391.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.3% |
| 7D | +1.9% | +4.5% | -2.6% | +1.2% |
| 30D | -12.5% | +12.9% | -25.4% | -14.2% |
| 3M | -16.2% | +20.9% | -37.2% | -18.8% |
| 6M | +4.9% | -19.5% | +24.4% | +6.7% |
| YTD | +11.1% | +24.8% | -13.7% | +5.9% |
| 1Y | +43.4% | +120.2% | -76.9% | +25.3% |
| 3Y | +154.1% | +279.0% | -124.9% | +97.0% |
| 5Y | +169.5% | +67.9% | +101.6% | +124.2% |
| 10Y | +503.8% | +57.5% | +446.3% | +340.3% |
| All | +2,831.9% | +439.9% | +2,391.9% | +885.4% |
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 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