+161.3%
CMI vs EXE
+192.2%
-30.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | +1.9% | -1.8% | +3.7% | +2.2% |
| 30D | -12.5% | +6.4% | -18.9% | -13.6% |
| 3M | -16.2% | +9.2% | -25.5% | -17.7% |
| 6M | +4.9% | -7.0% | +11.8% | +5.9% |
| YTD | +11.1% | -9.5% | +20.6% | +12.4% |
| 1Y | +43.4% | +6.2% | +37.1% | +39.2% |
| 3Y | +154.1% | +20.7% | +133.3% | +137.5% |
| 5Y | +169.5% | +103.6% | +65.8% | +120.3% |
| All | +161.3% | +192.2% | -30.9% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling