+167.0%
CMI vs ALM
+958.0%
-791.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.9% |
| 7D | +0.7% | +3.6% | -2.9% | +0.4% |
| 30D | -12.3% | +33.8% | -46.1% | -14.4% |
| 3M | -16.8% | +14.8% | -31.6% | -18.1% |
| 6M | +1.5% | -7.0% | +8.5% | +0.6% |
| YTD | +9.8% | +108.1% | -98.3% | +4.5% |
| 1Y | +42.6% | +313.8% | -271.2% | +31.0% |
| 3Y | +151.0% | +2,227.6% | -2,076.6% | +104.8% |
| 5Y | +167.0% | +956.6% | -789.6% | +123.5% |
| All | +167.0% | +958.0% | -791.0% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling