+16,075.0%
CMI vs APD
+6,445.2%
+9,629.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | -1.8% | -1.2% | -0.7% | -1.1% |
| 30D | -12.2% | +11.0% | -23.3% | -17.6% |
| 3M | -26.5% | +2.6% | -29.1% | -27.9% |
| 6M | -33.6% | +4.8% | -38.4% | -36.2% |
| YTD | -8.3% | +31.0% | -39.3% | -23.2% |
| 1Y | -1.3% | +23.4% | -24.6% | -14.7% |
| 3Y | +124.8% | +28.4% | +96.4% | +83.5% |
| 5Y | +119.9% | +15.2% | +104.7% | +86.5% |
| 10Y | +335.9% | +190.7% | +145.2% | +100.3% |
| All | +16,075.0% | +6,445.2% | +9,629.8% | +2,033.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling