+165.0%
CMI vs EFV
+95.9%
+69.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.2% |
| 7D | -0.7% | -0.8% | +0.1% | +0.1% |
| 30D | -12.4% | +0.6% | -13.0% | -13.0% |
| 3M | -14.8% | +7.5% | -22.3% | -20.7% |
| 6M | +0.8% | +13.0% | -12.2% | -10.3% |
| YTD | +10.2% | +18.3% | -8.1% | -5.7% |
| 1Y | +37.4% | +26.7% | +10.7% | +10.5% |
| 3Y | +153.3% | +89.6% | +63.7% | +40.0% |
| All | +165.0% | +95.9% | +69.1% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling