+495.9%
CMI vs APD
+168.7%
+327.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | +0.8% | -3.5% | +4.3% | +2.6% |
| 30D | -12.8% | -5.1% | -7.7% | -10.6% |
| 3M | -12.4% | +6.9% | -19.3% | -16.0% |
| 6M | -0.9% | +8.1% | -8.9% | -5.7% |
| YTD | +8.9% | +21.2% | -12.4% | -2.7% |
| 1Y | +37.7% | +4.9% | +32.8% | +31.8% |
| 3Y | +148.9% | +6.3% | +142.5% | +130.2% |
| 5Y | +164.4% | +24.3% | +140.1% | +119.0% |
| All | +495.9% | +168.7% | +327.2% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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