-4.9%
CMI vs AS
+6.1%
-10.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.1% |
| 7D | -9.3% | +4.5% | -13.8% | -10.5% |
| 30D | -13.2% | +13.2% | -26.4% | -16.7% |
| 3M | -28.2% | -11.9% | -16.3% | -25.3% |
| 6M | -32.7% | -11.6% | -21.1% | -30.5% |
| YTD | -10.1% | -14.7% | +4.6% | -8.4% |
| 1Y | -4.9% | +5.7% | -10.6% | -7.5% |
| All | -4.9% | +6.1% | -10.9% | -7.5% |
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 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