+41.9%
CMI vs EFV
+30.7%
+11.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | -0.7% | +1.5% | -2.2% | -2.8% |
| 30D | -13.4% | +1.7% | -15.2% | -15.5% |
| 3M | -17.0% | +8.6% | -25.6% | -26.0% |
| 6M | -1.6% | +11.7% | -13.3% | -15.3% |
| YTD | +11.0% | +19.3% | -8.3% | -10.9% |
| 1Y | +41.9% | +30.2% | +11.7% | +4.7% |
| All | +41.9% | +30.7% | +11.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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