+165.0%
CMI vs AMCR
-12.3%
+177.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.0% |
| 7D | -0.7% | -6.3% | +5.6% | +2.3% |
| 30D | -12.4% | -7.8% | -4.6% | -9.1% |
| 3M | -14.8% | +7.5% | -22.3% | -18.7% |
| 6M | +0.8% | +2.7% | -1.9% | -2.0% |
| YTD | +10.2% | +6.0% | +4.2% | +5.1% |
| 1Y | +37.4% | +7.8% | +29.6% | +29.5% |
| 3Y | +153.3% | +5.8% | +147.5% | +135.8% |
| All | +165.0% | -12.3% | +177.3% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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