+136.7%
CMI vs AHR
+356.1%
-219.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | -12.4% | +1.9% | -14.3% | -12.7% |
| 3M | -14.8% | +15.7% | -30.4% | -17.6% |
| 6M | +0.8% | +2.5% | -1.7% | -0.1% |
| YTD | +10.2% | +15.0% | -4.8% | +6.5% |
| 1Y | +37.4% | +28.1% | +9.3% | +29.2% |
| All | +136.7% | +356.1% | -219.4% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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