+11,038.0%
CMI vs EXEL
+264.7%
+10,773.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -12.5% | +6.7% | -19.2% | -13.5% |
| 3M | -16.2% | +11.5% | -27.7% | -17.8% |
| 6M | +4.9% | +38.8% | -33.9% | -0.8% |
| YTD | +11.1% | +31.6% | -20.4% | +6.0% |
| 1Y | +43.4% | +53.0% | -9.6% | +33.1% |
| 3Y | +154.1% | +160.8% | -6.8% | +113.0% |
| 5Y | +169.5% | +190.1% | -20.6% | +119.0% |
| 10Y | +503.8% | +367.0% | +136.8% | +313.2% |
| All | +11,038.0% | +264.7% | +10,773.3% | +4,920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling