+7,900.8%
CMI vs AU
+751.1%
+7,149.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | +0.8% | -7.0% | +7.8% | +1.8% |
| 30D | -12.8% | +7.3% | -20.1% | -13.8% |
| 3M | -12.4% | +33.2% | -45.7% | -16.2% |
| 6M | -0.9% | -0.6% | -0.3% | -1.7% |
| YTD | +8.9% | +26.2% | -17.3% | +4.3% |
| 1Y | +37.7% | +68.3% | -30.6% | +26.7% |
| 3Y | +148.9% | +592.1% | -443.3% | +84.5% |
| 5Y | +164.4% | +685.3% | -520.9% | +86.6% |
| 10Y | +506.9% | +682.5% | -175.6% | +287.4% |
| All | +7,900.8% | +751.1% | +7,149.7% | +4,232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling