+772.9%
CMI vs BAH
+876.9%
-103.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | +1.9% | -4.3% | +6.2% | +3.0% |
| 30D | -12.5% | -4.5% | -8.1% | -11.6% |
| 3M | -16.2% | -7.6% | -8.6% | -15.2% |
| 6M | +4.9% | -10.6% | +15.5% | +6.3% |
| YTD | +11.1% | -12.6% | +23.7% | +12.3% |
| 1Y | +43.4% | -27.0% | +70.4% | +51.7% |
| 3Y | +154.1% | -31.5% | +185.6% | +162.5% |
| 5Y | +169.5% | -3.8% | +173.3% | +144.5% |
| 10Y | +503.8% | +183.9% | +319.8% | +274.5% |
| All | +772.9% | +876.9% | -103.9% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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