+467.2%
CMI vs ESI
+226.4%
+240.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +1.9% | +5.4% | -3.5% | +0.1% |
| 30D | -12.5% | -4.2% | -8.3% | -11.3% |
| 3M | -16.2% | -9.6% | -6.6% | -13.6% |
| 6M | +4.9% | +18.3% | -13.5% | -1.2% |
| YTD | +11.1% | +45.8% | -34.7% | -2.1% |
| 1Y | +43.4% | +39.2% | +4.2% | +27.9% |
| 3Y | +154.1% | +86.3% | +67.8% | +104.7% |
| 5Y | +169.5% | +76.2% | +93.3% | +117.8% |
| 10Y | +503.8% | +306.8% | +197.0% | +275.3% |
| All | +467.2% | +226.4% | +240.8% | +268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling