+19,269.7%
CMI vs AON
+4,830.5%
+14,439.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | 0.0% |
| 7D | +0.7% | -7.9% | +8.6% | +3.7% |
| 30D | -12.3% | -14.6% | +2.4% | -7.6% |
| 3M | -16.8% | -7.9% | -8.9% | -15.4% |
| 6M | +1.5% | -8.0% | +9.5% | +2.5% |
| YTD | +9.8% | -13.2% | +23.0% | +12.7% |
| 1Y | +42.6% | -16.4% | +59.0% | +47.8% |
| 3Y | +151.0% | -6.7% | +157.7% | +146.2% |
| 5Y | +167.0% | +8.0% | +159.0% | +144.7% |
| 10Y | +512.2% | +205.6% | +306.5% | +274.5% |
| All | +19,269.7% | +4,830.5% | +14,439.3% | +4,949.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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