+19,269.7%
CMI vs ETR
+4,408.0%
+14,861.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -0.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -12.3% | +2.0% | -14.3% | -13.1% |
| 3M | -16.8% | -1.7% | -15.1% | -16.4% |
| 6M | +1.5% | +3.6% | -2.1% | -0.5% |
| YTD | +9.8% | +18.0% | -8.3% | +1.8% |
| 1Y | +42.6% | +26.2% | +16.3% | +28.5% |
| 3Y | +151.0% | +148.0% | +3.0% | +67.7% |
| 5Y | +167.0% | +126.1% | +41.0% | +82.7% |
| 10Y | +512.2% | +302.3% | +209.9% | +211.4% |
| All | +19,269.7% | +4,408.0% | +14,861.7% | +5,467.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling