+19,506.8%
CMI vs AME
+18,712.3%
+794.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.9% | +2.8% | -0.9% | +0.4% |
| 30D | -12.5% | -6.3% | -6.2% | -9.3% |
| 3M | -16.2% | +5.4% | -21.6% | -18.4% |
| 6M | +4.9% | +7.4% | -2.6% | +1.5% |
| YTD | +11.1% | +16.2% | -5.0% | +3.1% |
| 1Y | +43.4% | +26.8% | +16.6% | +26.5% |
| 3Y | +154.1% | +57.5% | +96.6% | +97.9% |
| 5Y | +169.5% | +84.8% | +84.6% | +92.0% |
| 10Y | +503.8% | +424.3% | +79.5% | +147.6% |
| All | +19,506.8% | +18,712.3% | +794.6% | +2,969.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling