+14,263.1%
DE vs CMI
+19,556.0%
-5,292.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -3.0% | +0.7% | -3.7% | -3.4% |
| 30D | +11.1% | -12.3% | +23.4% | +17.9% |
| 3M | +17.6% | -16.8% | +34.4% | +27.3% |
| 6M | +13.6% | +1.5% | +12.1% | +11.4% |
| YTD | +46.3% | +9.8% | +36.5% | +37.4% |
| 1Y | +44.2% | +42.6% | +1.6% | +18.8% |
| 3Y | +76.6% | +151.0% | -74.4% | +9.1% |
| 5Y | +98.2% | +167.0% | -68.8% | +18.7% |
| 10Y | +863.5% | +512.2% | +351.4% | +296.1% |
| All | +14,263.1% | +19,556.0% | -5,292.8% | +1,203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling