+159.1%
CMI vs EXE
+182.2%
-23.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | -0.7% | -3.1% | +2.4% | -0.2% |
| 30D | -12.4% | -0.9% | -11.5% | -12.3% |
| 3M | -14.8% | +9.6% | -24.3% | -16.4% |
| 6M | +0.8% | -11.6% | +12.4% | +2.8% |
| YTD | +10.2% | -12.6% | +22.7% | +12.1% |
| 1Y | +37.4% | +1.2% | +36.3% | +34.7% |
| 3Y | +153.3% | +18.0% | +135.2% | +137.6% |
| 5Y | +167.6% | +101.1% | +66.5% | +118.9% |
| All | +159.1% | +182.2% | -23.1% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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