+316.2%
CMI vs ALC
+24.0%
+292.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +3.5% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | -13.4% | -0.1% | -13.3% | -13.6% |
| 3M | -17.0% | +5.9% | -22.9% | -19.2% |
| 6M | -1.6% | -15.9% | +14.3% | +3.6% |
| YTD | +11.0% | -10.1% | +21.1% | +13.8% |
| 1Y | +41.9% | -10.2% | +52.1% | +45.2% |
| 3Y | +151.8% | -13.6% | +165.4% | +157.0% |
| 5Y | +163.6% | -15.1% | +178.7% | +165.5% |
| All | +316.2% | +24.0% | +292.2% | +205.8% |
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