+19,478.9%
CMI vs ES
+1,243.3%
+18,235.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | -13.4% | -2.0% | -11.5% | -12.8% |
| 3M | -17.0% | +1.7% | -18.7% | -18.0% |
| 6M | -1.6% | -3.5% | +1.9% | -1.0% |
| YTD | +11.0% | +7.9% | +3.1% | +6.8% |
| 1Y | +41.9% | +17.2% | +24.7% | +31.0% |
| 3Y | +151.8% | +29.3% | +122.5% | +118.6% |
| 5Y | +163.6% | -5.7% | +169.3% | +156.5% |
| 10Y | +472.9% | +85.2% | +387.7% | +303.9% |
| All | +19,478.9% | +1,243.3% | +18,235.6% | +6,788.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling