+375.8%
CMI vs AR
-28.5%
+404.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.5% | +7.4% | -6.9% | -0.5% |
| 30D | -14.0% | +5.8% | -19.8% | -14.7% |
| 3M | -28.1% | +5.2% | -33.4% | -28.8% |
| 6M | -35.8% | +5.4% | -41.3% | -36.6% |
| YTD | -10.5% | +12.4% | -22.9% | -12.9% |
| 1Y | -1.9% | +12.8% | -14.7% | -4.7% |
| 3Y | +121.0% | +47.2% | +73.8% | +103.7% |
| 5Y | +114.6% | +101.1% | +13.4% | +83.9% |
| 10Y | +325.5% | +57.6% | +267.9% | +230.3% |
| All | +375.8% | -28.5% | +404.2% | +308.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling