+167.0%
CMI vs ES
-4.5%
+171.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -12.3% | -1.0% | -11.3% | -12.1% |
| 3M | -16.8% | +1.5% | -18.3% | -17.4% |
| 6M | +1.5% | -3.5% | +5.0% | +1.9% |
| YTD | +9.8% | +7.0% | +2.8% | +7.2% |
| 1Y | +42.6% | +15.3% | +27.3% | +35.0% |
| 3Y | +151.0% | +30.2% | +120.8% | +125.2% |
| 5Y | +167.0% | -4.3% | +171.3% | +160.3% |
| All | +167.0% | -4.5% | +171.6% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling