+495.9%
CMI vs ES
+83.3%
+412.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.2% |
| 7D | +0.8% | -3.5% | +4.3% | +1.9% |
| 30D | -12.8% | -3.0% | -9.8% | -12.0% |
| 3M | -12.4% | -0.3% | -12.2% | -12.7% |
| 6M | -0.9% | -5.2% | +4.3% | +0.2% |
| YTD | +8.9% | +4.8% | +4.1% | +6.4% |
| 1Y | +37.7% | +12.7% | +25.0% | +30.3% |
| 3Y | +148.9% | +27.5% | +121.3% | +121.4% |
| 5Y | +164.4% | -4.7% | +169.1% | +158.6% |
| All | +495.9% | +83.3% | +412.6% | +430.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling