+41.9%
CMI vs CAG
-13.1%
+55.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +2.6% |
| 7D | -0.7% | -3.8% | +3.1% | -1.4% |
| 30D | -13.4% | +3.1% | -16.6% | -12.9% |
| 3M | -17.0% | +23.5% | -40.5% | -14.6% |
| 6M | -1.6% | -14.8% | +13.2% | 0.0% |
| YTD | +11.0% | -5.4% | +16.4% | +14.8% |
| 1Y | +41.9% | -11.8% | +53.7% | +45.2% |
| All | +41.9% | -13.1% | +55.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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