+238.0%
CMI vs ALC
+26.4%
+211.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +1.5% | -6.2% | +7.7% | +3.6% |
| 30D | -14.0% | +14.0% | -28.0% | -18.0% |
| 3M | -28.3% | -2.4% | -26.0% | -28.2% |
| 6M | -34.9% | +12.6% | -47.5% | -38.5% |
| YTD | -9.9% | -8.4% | -1.5% | -8.6% |
| 1Y | -3.6% | -9.1% | +5.5% | -2.1% |
| 3Y | +120.9% | -0.3% | +121.2% | +112.4% |
| 5Y | +116.1% | -9.9% | +126.0% | +112.0% |
| All | +238.0% | +26.4% | +211.7% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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