+4,042.6%
CMI vs EFV
+253.2%
+3,789.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.2% |
| 7D | +0.7% | -0.5% | +1.2% | +1.2% |
| 30D | -12.3% | 0.0% | -12.3% | -12.4% |
| 3M | -16.8% | +8.4% | -25.2% | -23.9% |
| 6M | +1.5% | +12.3% | -10.8% | -10.5% |
| YTD | +9.8% | +17.4% | -7.6% | -7.4% |
| 1Y | +42.6% | +27.1% | +15.5% | +10.2% |
| 3Y | +151.0% | +90.7% | +60.3% | +22.8% |
| 5Y | +167.0% | +95.6% | +71.4% | +26.1% |
| 10Y | +512.2% | +165.3% | +346.9% | +99.4% |
| All | +4,042.6% | +253.2% | +3,789.4% | +1,028.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling