+154.1%
CMI vs AMC
-67.8%
+221.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | -12.5% | -1.2% | -11.4% | -12.5% |
| 3M | -16.2% | +42.2% | -58.4% | -17.7% |
| 6M | +4.9% | +118.8% | -113.9% | +0.6% |
| YTD | +11.1% | +64.1% | -53.0% | +7.7% |
| 1Y | +43.4% | -9.5% | +52.9% | +41.8% |
| 3Y | +154.1% | -64.3% | +218.4% | +162.4% |
| All | +154.1% | -67.8% | +221.9% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling