+3,331.4%
CMI vs ET
+1,451.4%
+1,880.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +0.8% | +1.4% | -0.5% | +0.4% |
| 30D | -12.8% | +4.6% | -17.3% | -14.0% |
| 3M | -12.4% | +16.0% | -28.5% | -16.6% |
| 6M | -0.9% | +22.8% | -23.7% | -7.4% |
| YTD | +8.9% | +38.9% | -30.0% | -2.1% |
| 1Y | +37.7% | +34.1% | +3.6% | +25.0% |
| 3Y | +148.9% | +98.8% | +50.0% | +100.2% |
| 5Y | +164.4% | +246.8% | -82.5% | +78.5% |
| 10Y | +506.9% | +174.4% | +332.6% | +298.7% |
| All | +3,331.4% | +1,451.4% | +1,880.0% | +383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling