+503.2%
CMI vs ETR
+296.9%
+206.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.7% | -1.8% | +1.1% | -0.1% |
| 30D | -12.4% | -1.8% | -10.6% | -11.9% |
| 3M | -14.8% | -3.6% | -11.2% | -13.8% |
| 6M | +0.8% | +2.6% | -1.8% | -0.6% |
| YTD | +10.2% | +16.0% | -5.8% | +3.9% |
| 1Y | +37.4% | +20.1% | +17.3% | +27.8% |
| 3Y | +153.3% | +143.6% | +9.7% | +80.4% |
| 5Y | +167.6% | +124.4% | +43.2% | +94.1% |
| All | +503.2% | +296.9% | +206.3% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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