+12,100.0%
CMI vs EL
+1,648.4%
+10,451.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +1.9% | +1.7% | +0.2% | +1.2% |
| 30D | -12.5% | +15.5% | -28.0% | -17.9% |
| 3M | -16.2% | +20.6% | -36.8% | -23.1% |
| 6M | +4.9% | +10.5% | -5.6% | -2.0% |
| YTD | +11.1% | -1.9% | +13.0% | +8.2% |
| 1Y | +43.4% | +16.1% | +27.3% | +29.4% |
| 3Y | +154.1% | -30.2% | +184.3% | +155.7% |
| 5Y | +169.5% | -67.4% | +236.9% | +259.5% |
| 10Y | +503.8% | +31.2% | +472.5% | +313.3% |
| All | +12,100.0% | +1,648.4% | +10,451.5% | +3,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling