+164.4%
CMI vs ECL
+26.5%
+137.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.8% |
| 7D | +0.8% | -2.6% | +3.5% | +2.1% |
| 30D | -12.8% | -4.6% | -8.2% | -11.0% |
| 3M | -12.4% | +6.0% | -18.4% | -15.4% |
| 6M | -0.9% | -3.0% | +2.1% | -0.1% |
| YTD | +8.9% | +4.0% | +4.8% | +6.2% |
| 1Y | +37.7% | +2.0% | +35.7% | +35.0% |
| 3Y | +148.9% | +53.9% | +94.9% | +101.8% |
| 5Y | +164.4% | +27.1% | +137.2% | +123.0% |
| All | +164.4% | +26.5% | +137.9% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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