+503.2%
CMI vs ELV
+280.2%
+223.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | +3.2% | -3.9% | -1.7% |
| 30D | -12.4% | +5.4% | -17.8% | -13.9% |
| 3M | -14.8% | +5.4% | -20.1% | -16.6% |
| 6M | +0.8% | +45.7% | -44.9% | -10.9% |
| YTD | +10.2% | +21.2% | -11.0% | +2.2% |
| 1Y | +37.4% | +35.6% | +1.8% | +22.7% |
| 3Y | +153.3% | -2.0% | +155.3% | +143.0% |
| 5Y | +167.6% | +26.0% | +141.6% | +126.0% |
| All | +503.2% | +280.2% | +223.0% | +222.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling