-35.8%
CMI vs ED
+16.0%
-51.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | +0.3% |
| 7D | +0.5% | +2.1% | -1.6% | +2.0% |
| 30D | -14.0% | +10.4% | -24.4% | -7.8% |
| 3M | -28.1% | +12.5% | -40.7% | -22.2% |
| 6M | -35.8% | +14.9% | -50.7% | -28.6% |
| All | -35.8% | +16.0% | -51.9% | -28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling