+19,506.8%
CMI vs ECL
+12,954.7%
+6,552.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.3% |
| 30D | -12.5% | -2.5% | -10.0% | -11.4% |
| 3M | -16.2% | +8.3% | -24.5% | -20.6% |
| 6M | +4.9% | -1.1% | +5.9% | +4.8% |
| YTD | +11.1% | +6.5% | +4.6% | +6.3% |
| 1Y | +43.4% | +2.1% | +41.3% | +39.8% |
| 3Y | +154.1% | +57.6% | +96.5% | +89.7% |
| 5Y | +169.5% | +28.1% | +141.4% | +120.6% |
| 10Y | +503.8% | +153.2% | +350.6% | +215.5% |
| All | +19,506.8% | +12,954.7% | +6,552.1% | +3,313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling