+11.7%
CMI vs ES
-1.6%
+13.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.8% | -5.6% |
| 7D | -11.2% | +5.3% | -16.5% | -10.9% |
| 30D | -9.8% | +8.9% | -18.8% | -9.4% |
| 3M | -25.5% | -1.9% | -23.6% | -25.5% |
| 6M | -27.7% | +3.9% | -31.5% | -28.0% |
| YTD | -6.6% | +8.3% | -14.9% | -6.6% |
| 1Y | +11.7% | -0.1% | +11.8% | +11.3% |
| All | +11.7% | -1.6% | +13.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling