+152.4%
CMI vs EL
-32.9%
+185.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | +0.7% | -2.4% | +3.1% | +1.1% |
| 30D | -12.3% | +13.7% | -26.0% | -14.5% |
| 3M | -16.8% | +14.5% | -31.3% | -19.2% |
| 6M | +1.5% | +7.4% | -5.9% | -0.9% |
| YTD | +9.8% | -4.7% | +14.5% | +10.1% |
| 1Y | +42.6% | +12.9% | +29.6% | +38.3% |
| All | +152.4% | -32.9% | +185.2% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling