+446.6%
CMI vs ALM
+3,551.9%
-3,105.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.7% |
| 7D | +0.5% | +1.2% | -0.8% | +0.5% |
| 30D | -14.0% | -19.3% | +5.3% | -14.0% |
| 3M | -28.1% | -40.6% | +12.5% | -28.1% |
| 6M | -35.8% | -57.9% | +22.1% | -35.7% |
| YTD | -10.5% | -6.7% | -3.8% | -10.5% |
| 1Y | -1.9% | +20.2% | -22.0% | -1.8% |
| 3Y | +121.0% | +879.4% | -758.5% | +120.6% |
| 5Y | +114.6% | +415.3% | -300.7% | +114.2% |
| 10Y | +325.5% | +2,100.8% | -1,775.3% | +325.4% |
| All | +446.6% | +3,551.9% | -3,105.3% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling