+15,688.1%
CMI vs ED
+2,513.4%
+13,174.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.3% |
| 7D | +0.5% | +2.1% | -1.6% | -0.4% |
| 30D | -14.0% | +10.4% | -24.4% | -17.6% |
| 3M | -28.1% | +12.5% | -40.7% | -31.7% |
| 6M | -35.8% | +14.9% | -50.7% | -40.0% |
| YTD | -10.5% | +24.8% | -35.3% | -19.4% |
| 1Y | -1.9% | +23.8% | -25.7% | -11.6% |
| 3Y | +121.0% | +51.6% | +69.3% | +78.0% |
| 5Y | +114.6% | +86.4% | +28.1% | +55.1% |
| 10Y | +325.5% | +145.4% | +180.0% | +156.9% |
| All | +15,688.1% | +2,513.4% | +13,174.7% | +4,177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling