+503.2%
CMI vs AME
+445.1%
+58.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | -1.2% |
| 7D | -0.7% | +1.7% | -2.5% | -2.0% |
| 30D | -12.4% | -6.4% | -5.9% | -8.1% |
| 3M | -14.8% | +7.1% | -21.9% | -18.9% |
| 6M | +0.8% | +8.2% | -7.4% | -4.2% |
| YTD | +10.2% | +18.2% | -8.0% | -1.6% |
| 1Y | +37.4% | +26.7% | +10.7% | +16.4% |
| 3Y | +153.3% | +60.7% | +92.6% | +78.1% |
| 5Y | +167.6% | +91.6% | +76.0% | +63.8% |
| All | +503.2% | +445.1% | +58.1% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling