+13,042.2%
CMI vs AGI
+5,453.2%
+7,589.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +0.7% | +2.2% | -1.5% | +0.5% |
| 30D | -12.3% | +11.3% | -23.6% | -13.2% |
| 3M | -16.8% | +5.6% | -22.4% | -17.4% |
| 6M | +1.5% | -27.7% | +29.2% | +3.8% |
| YTD | +9.8% | -4.1% | +13.9% | +9.5% |
| 1Y | +42.6% | +13.8% | +28.8% | +40.0% |
| 3Y | +151.0% | +217.0% | -66.1% | +125.2% |
| 5Y | +167.0% | +404.3% | -237.3% | +128.5% |
| 10Y | +512.2% | +400.5% | +111.7% | +395.4% |
| All | +13,042.2% | +5,453.2% | +7,589.1% | +9,271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling