+164.4%
CMI vs EAT
+308.2%
-143.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.8% | -6.2% | +7.0% | +2.1% |
| 30D | -12.8% | -3.0% | -9.8% | -12.5% |
| 3M | -12.4% | +45.6% | -58.1% | -19.2% |
| 6M | -0.9% | +53.5% | -54.4% | -10.0% |
| YTD | +8.9% | +49.6% | -40.7% | -0.8% |
| 1Y | +37.7% | +38.9% | -1.2% | +26.7% |
| 3Y | +148.9% | +589.7% | -440.8% | +56.1% |
| 5Y | +164.4% | +318.7% | -154.3% | +72.0% |
| All | +164.4% | +308.2% | -143.8% | +72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling