+11.7%
CMI vs ED
+27.1%
-15.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.7% | -4.0% |
| 7D | -11.2% | +5.4% | -16.6% | -8.4% |
| 30D | -9.8% | +16.4% | -26.2% | -1.6% |
| 3M | -25.5% | +11.9% | -37.4% | -20.7% |
| 6M | -27.7% | +11.6% | -39.2% | -22.5% |
| YTD | -6.6% | +24.1% | -30.7% | +7.0% |
| 1Y | +11.7% | +26.9% | -15.2% | +30.2% |
| All | +11.7% | +27.1% | -15.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling