+15,688.1%
CMI vs ES
+1,272.1%
+14,416.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | -14.0% | +7.6% | -21.6% | -16.6% |
| 3M | -28.1% | +0.5% | -28.6% | -28.6% |
| 6M | -35.8% | +7.6% | -43.4% | -38.2% |
| YTD | -10.5% | +10.2% | -20.7% | -14.9% |
| 1Y | -1.9% | +1.8% | -3.7% | -4.3% |
| 3Y | +121.0% | +55.4% | +65.6% | +78.2% |
| 5Y | +114.6% | +7.3% | +107.2% | +97.7% |
| 10Y | +325.5% | +96.4% | +229.1% | +192.4% |
| All | +15,688.1% | +1,272.1% | +14,416.0% | +5,390.9% |
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