+95.4%
CMI vs AS
+134.9%
-39.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -10.0% | +6.9% | -16.9% | -11.4% |
| 30D | -13.0% | +16.0% | -29.0% | -16.0% |
| 3M | -29.9% | -12.8% | -17.0% | -28.0% |
| 6M | -36.7% | -15.4% | -21.3% | -34.8% |
| YTD | -10.9% | -15.7% | +4.8% | -8.7% |
| 1Y | -1.3% | +6.1% | -7.4% | -3.3% |
| All | +95.4% | +134.9% | -39.5% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling