+41.9%
CMI vs AS
-21.9%
+63.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.7% |
| 7D | -0.7% | -4.9% | +4.2% | +0.7% |
| 30D | -13.4% | -19.6% | +6.2% | -7.9% |
| 3M | -17.0% | -14.4% | -2.6% | -13.8% |
| 6M | -1.6% | -20.1% | +18.5% | +3.1% |
| YTD | +11.0% | -20.9% | +31.9% | +15.8% |
| 1Y | +41.9% | -21.9% | +63.8% | +51.6% |
| All | +41.9% | -21.9% | +63.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling