+102.5%
CMI vs AS
+142.2%
-39.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.0% |
| 7D | -6.8% | +5.8% | -12.7% | -8.0% |
| 30D | -10.9% | +15.4% | -26.2% | -13.8% |
| 3M | -27.3% | -11.9% | -15.4% | -25.5% |
| 6M | -30.9% | -9.9% | -21.0% | -29.8% |
| YTD | -7.7% | -13.1% | +5.4% | -6.0% |
| 1Y | 0.0% | +9.9% | -9.9% | -2.7% |
| All | +102.5% | +142.2% | -39.8% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling