+47.9%
DE vs CMI
+45.0%
+2.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | +10.0% | -0.7% | +10.8% | +10.2% |
| 30D | +13.3% | -13.4% | +26.8% | +19.3% |
| 3M | +17.5% | -17.0% | +34.5% | +25.4% |
| 6M | +13.6% | -1.6% | +15.2% | +13.9% |
| YTD | +49.8% | +11.0% | +38.8% | +45.4% |
| 1Y | +47.9% | +41.9% | +6.0% | +34.2% |
| All | +47.9% | +45.0% | +2.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling