+150.2%
CMI vs EXE
+18.1%
+132.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | -12.8% | -0.8% | -12.0% | -12.7% |
| 3M | -12.4% | +10.0% | -22.5% | -13.7% |
| 6M | -0.9% | -6.3% | +5.5% | 0.0% |
| YTD | +8.9% | -10.7% | +19.5% | +10.4% |
| 1Y | +37.7% | +2.7% | +35.0% | +34.0% |
| All | +150.2% | +18.1% | +132.1% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling