+16,075.0%
CMI vs ES
+1,249.3%
+14,825.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.5% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -12.2% | +6.7% | -19.0% | -14.6% |
| 3M | -26.5% | +0.3% | -26.9% | -26.9% |
| 6M | -33.6% | +7.4% | -41.0% | -36.1% |
| YTD | -8.3% | +8.4% | -16.7% | -12.2% |
| 1Y | -1.3% | +0.6% | -1.9% | -3.3% |
| 3Y | +124.8% | +50.6% | +74.1% | +83.5% |
| 5Y | +119.9% | +4.8% | +115.0% | +104.5% |
| 10Y | +335.9% | +93.1% | +242.8% | +201.5% |
| All | +16,075.0% | +1,249.3% | +14,825.6% | +5,561.9% |
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