+165.0%
CMI vs AGI
+400.3%
-235.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.4% |
| 30D | -12.4% | +7.2% | -19.6% | -13.3% |
| 3M | -14.8% | +4.3% | -19.0% | -15.7% |
| 6M | +0.8% | -27.1% | +27.9% | +3.6% |
| YTD | +10.2% | -6.6% | +16.8% | +10.2% |
| 1Y | +37.4% | +9.5% | +27.9% | +35.4% |
| 3Y | +153.3% | +208.4% | -55.2% | +123.2% |
| All | +165.0% | +400.3% | -235.3% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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