+165.0%
CMI vs EL
-69.0%
+234.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.7% | -6.5% | +5.8% | +0.7% |
| 30D | -12.4% | +11.1% | -23.5% | -14.8% |
| 3M | -14.8% | +10.7% | -25.5% | -17.3% |
| 6M | +0.8% | +6.9% | -6.1% | -2.1% |
| YTD | +10.2% | -6.3% | +16.5% | +10.4% |
| 1Y | +37.4% | +13.5% | +24.0% | +31.2% |
| 3Y | +153.3% | -33.1% | +186.3% | +158.9% |
| All | +165.0% | -69.0% | +234.0% | +244.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling