+41.9%
CMI vs AU
+100.5%
-58.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.3% |
| 7D | -0.7% | -3.6% | +2.9% | +0.1% |
| 30D | -13.4% | +23.9% | -37.3% | -18.4% |
| 3M | -17.0% | +19.1% | -36.1% | -21.5% |
| 6M | -1.6% | -0.2% | -1.5% | -4.4% |
| YTD | +11.0% | +32.5% | -21.5% | +1.1% |
| 1Y | +41.9% | +96.9% | -55.0% | +19.8% |
| All | +41.9% | +100.5% | -58.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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