+19,506.8%
CMI vs ED
+2,238.5%
+17,268.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -12.5% | +1.1% | -13.6% | -13.0% |
| 3M | -16.2% | +4.6% | -20.9% | -18.2% |
| 6M | +4.9% | -2.0% | +6.8% | +4.8% |
| YTD | +11.1% | +11.7% | -0.6% | +4.9% |
| 1Y | +43.4% | +15.7% | +27.6% | +32.8% |
| 3Y | +154.1% | +34.4% | +119.7% | +115.3% |
| 5Y | +169.5% | +67.3% | +102.2% | +103.7% |
| 10Y | +503.8% | +104.0% | +399.7% | +295.3% |
| All | +19,506.8% | +2,238.5% | +17,268.4% | +5,472.7% |
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