+15,688.1%
CMI vs ECL
+14,456.0%
+1,232.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.6% |
| 7D | +0.5% | +2.9% | -2.4% | -1.1% |
| 30D | -14.0% | +7.5% | -21.5% | -17.8% |
| 3M | -28.1% | +12.2% | -40.4% | -33.1% |
| 6M | -35.8% | +24.6% | -60.4% | -44.2% |
| YTD | -10.5% | +18.8% | -29.3% | -19.9% |
| 1Y | -1.9% | +19.3% | -21.2% | -12.5% |
| 3Y | +121.0% | +78.2% | +42.8% | +53.5% |
| 5Y | +114.6% | +38.8% | +75.8% | +67.5% |
| 10Y | +325.5% | +197.8% | +127.6% | +101.3% |
| All | +15,688.1% | +14,456.0% | +1,232.1% | +2,471.5% |
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