+493.7%
CMI vs ELF
+334.6%
+159.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | -12.5% | +5.9% | -18.4% | -13.2% |
| 3M | -16.2% | +99.5% | -115.7% | -23.1% |
| 6M | +4.9% | +26.5% | -21.7% | +1.1% |
| YTD | +11.1% | +37.2% | -26.0% | +5.8% |
| 1Y | +43.4% | -24.4% | +67.8% | +44.1% |
| 3Y | +154.1% | -23.3% | +177.4% | +141.2% |
| 5Y | +169.5% | +245.2% | -75.7% | +103.9% |
| All | +493.7% | +334.6% | +159.1% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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