+19,506.8%
CMI vs EAT
+11,250.4%
+8,256.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.9% |
| 7D | +1.9% | -4.9% | +6.8% | +3.1% |
| 30D | -12.5% | -1.2% | -11.3% | -12.5% |
| 3M | -16.2% | +52.2% | -68.5% | -24.8% |
| 6M | +4.9% | +65.0% | -60.2% | -8.4% |
| YTD | +11.1% | +55.0% | -43.9% | -1.7% |
| 1Y | +43.4% | +42.1% | +1.3% | +28.2% |
| 3Y | +154.1% | +614.7% | -460.6% | +46.8% |
| 5Y | +169.5% | +322.7% | -153.3% | +68.0% |
| 10Y | +503.8% | +382.0% | +121.7% | +199.5% |
| All | +19,506.8% | +11,250.4% | +8,256.4% | +4,272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling