+503.2%
CMI vs CAG
-36.2%
+539.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | -0.7% | -5.7% | +5.0% | +0.3% |
| 30D | -12.4% | -2.4% | -10.0% | -12.1% |
| 3M | -14.8% | +9.8% | -24.6% | -16.8% |
| 6M | +0.8% | -10.8% | +11.6% | +2.6% |
| YTD | +10.2% | -10.8% | +21.0% | +11.8% |
| 1Y | +37.4% | -19.0% | +56.4% | +42.1% |
| 3Y | +153.3% | -39.7% | +193.0% | +177.0% |
| 5Y | +167.6% | -43.0% | +210.6% | +195.0% |
| All | +503.2% | -36.2% | +539.4% | +528.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling