+167.0%
CMI vs APD
+25.2%
+141.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.7% | -4.6% | +5.3% | +2.6% |
| 30D | -12.3% | -4.2% | -8.1% | -10.8% |
| 3M | -16.8% | +5.0% | -21.8% | -19.0% |
| 6M | +1.5% | +8.9% | -7.4% | -3.0% |
| YTD | +9.8% | +21.9% | -12.1% | -0.5% |
| 1Y | +42.6% | +5.6% | +37.0% | +37.2% |
| 3Y | +151.0% | +6.9% | +144.1% | +136.7% |
| 5Y | +167.0% | +25.3% | +141.7% | +109.6% |
| All | +167.0% | +25.2% | +141.8% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling