+165.0%
CMI vs ESI
+67.8%
+97.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | -4.6% | +3.9% | +1.5% |
| 30D | -12.4% | -10.5% | -1.9% | -7.7% |
| 3M | -14.8% | -19.8% | +5.0% | -5.7% |
| 6M | +0.8% | +5.8% | -5.0% | -3.2% |
| YTD | +10.2% | +38.3% | -28.1% | -7.0% |
| 1Y | +37.4% | +31.5% | +5.9% | +18.3% |
| 3Y | +153.3% | +80.7% | +72.6% | +81.8% |
| All | +165.0% | +67.8% | +97.2% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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