+169.5%
CMI vs AR
+140.6%
+28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | +1.9% | -1.8% | +3.7% | +2.1% |
| 30D | -12.5% | +12.6% | -25.1% | -14.1% |
| 3M | -16.2% | +10.0% | -26.2% | -17.6% |
| 6M | +4.9% | +0.6% | +4.2% | +4.0% |
| YTD | +11.1% | +13.4% | -2.3% | +7.6% |
| 1Y | +43.4% | +21.7% | +21.7% | +36.5% |
| 3Y | +154.1% | +45.8% | +108.2% | +131.3% |
| 5Y | +169.5% | +144.3% | +25.2% | +117.5% |
| All | +169.5% | +140.6% | +28.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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