+376.4%
CMI vs AMC
-97.5%
+473.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.6% | +3.5% |
| 7D | -6.8% | +6.6% | -13.4% | -7.0% |
| 30D | -10.9% | +14.1% | -25.0% | -11.2% |
| 3M | -27.3% | +31.3% | -58.6% | -27.9% |
| 6M | -30.9% | +126.7% | -157.6% | -32.6% |
| YTD | -7.7% | +117.9% | -125.6% | -10.0% |
| 1Y | 0.0% | +41.1% | -41.1% | -1.6% |
| 3Y | +130.1% | -61.0% | +191.0% | +129.8% |
| 5Y | +121.5% | -99.1% | +220.6% | +132.0% |
| 10Y | +339.4% | -98.7% | +438.0% | +379.5% |
| All | +376.4% | -97.5% | +473.9% | +323.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling