+503.2%
CMI vs EAT
+374.9%
+128.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -0.7% | -7.7% | +7.0% | +0.6% |
| 30D | -12.4% | -13.6% | +1.2% | -10.3% |
| 3M | -14.8% | +33.9% | -48.6% | -19.3% |
| 6M | +0.8% | +47.2% | -46.4% | -6.7% |
| YTD | +10.2% | +48.1% | -37.9% | +1.8% |
| 1Y | +37.4% | +33.7% | +3.7% | +28.4% |
| 3Y | +153.3% | +595.8% | -442.5% | +73.4% |
| 5Y | +167.6% | +314.4% | -146.8% | +92.3% |
| All | +503.2% | +374.9% | +128.3% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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