+41.9%
CMI vs AUR
+11.8%
+30.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | +8.7% | -9.5% | -2.5% |
| 30D | -13.4% | -5.2% | -8.2% | -12.7% |
| 3M | -17.0% | -7.3% | -9.7% | -16.5% |
| 6M | -1.6% | +41.2% | -42.8% | -11.3% |
| YTD | +11.0% | +65.1% | -54.1% | -3.4% |
| 1Y | +41.9% | +13.4% | +28.5% | +30.3% |
| All | +41.9% | +11.8% | +30.1% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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