+37.4%
CMI vs ALM
+247.3%
-209.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.2% |
| 7D | -0.7% | -11.8% | +11.1% | +0.9% |
| 30D | -12.4% | +7.8% | -20.2% | -13.9% |
| 3M | -14.8% | -9.3% | -5.5% | -14.8% |
| 6M | +0.8% | -30.5% | +31.3% | +2.3% |
| YTD | +10.2% | +75.8% | -65.6% | +4.8% |
| 1Y | +37.4% | +241.2% | -203.8% | +24.1% |
| All | +37.4% | +247.3% | -209.9% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling