+165.0%
CMI vs AU
+686.2%
-521.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -0.7% | -4.3% | +3.5% | -0.3% |
| 30D | -12.4% | +7.3% | -19.7% | -13.2% |
| 3M | -14.8% | +26.3% | -41.1% | -17.1% |
| 6M | +0.8% | +1.8% | -1.0% | -0.4% |
| YTD | +10.2% | +26.8% | -16.6% | +7.2% |
| 1Y | +37.4% | +66.7% | -29.3% | +31.7% |
| 3Y | +153.3% | +579.1% | -425.8% | +122.2% |
| All | +165.0% | +686.2% | -521.3% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling