+503.2%
CMI vs EXEL
+375.2%
+128.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -0.7% | -4.9% | +4.2% | -0.1% |
| 30D | -12.4% | +11.4% | -23.8% | -13.7% |
| 3M | -14.8% | +4.9% | -19.7% | -15.5% |
| 6M | +0.8% | +34.4% | -33.6% | -3.4% |
| YTD | +10.2% | +28.0% | -17.9% | +6.1% |
| 1Y | +37.4% | +43.6% | -6.2% | +30.1% |
| 3Y | +153.3% | +155.2% | -1.9% | +119.8% |
| 5Y | +167.6% | +181.2% | -13.6% | +126.8% |
| All | +503.2% | +375.2% | +128.0% | +365.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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