+503.2%
CMI vs ET
+177.0%
+326.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.4% | +2.9% | -15.3% | -13.1% |
| 3M | -14.8% | +16.8% | -31.6% | -18.8% |
| 6M | +0.8% | +18.9% | -18.1% | -4.6% |
| YTD | +10.2% | +37.7% | -27.5% | -0.3% |
| 1Y | +37.4% | +32.4% | +5.0% | +25.7% |
| 3Y | +153.3% | +99.5% | +53.8% | +106.2% |
| 5Y | +167.6% | +244.0% | -76.4% | +87.7% |
| All | +503.2% | +177.0% | +326.2% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling