+150.2%
CMI vs EAT
+585.9%
-435.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.8% | -6.2% | +7.0% | +1.9% |
| 30D | -12.8% | -3.0% | -9.8% | -12.5% |
| 3M | -12.4% | +45.6% | -58.1% | -18.2% |
| 6M | -0.9% | +53.5% | -54.4% | -8.6% |
| YTD | +8.9% | +49.6% | -40.7% | +0.8% |
| 1Y | +37.7% | +38.9% | -1.2% | +28.9% |
| All | +150.2% | +585.9% | -435.7% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling