+3,033.3%
EQT vs CMI
+19,388.4%
-16,355.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.4% |
| 30D | +1.1% | -12.8% | +13.9% | +5.1% |
| 3M | +4.8% | -12.4% | +17.2% | +8.2% |
| 6M | -10.6% | -0.9% | -9.7% | -12.0% |
| YTD | +3.4% | +8.9% | -5.4% | -1.6% |
| 1Y | +8.7% | +37.7% | -29.0% | -4.3% |
| 3Y | +35.0% | +148.9% | -113.9% | -2.0% |
| 5Y | +204.2% | +164.4% | +39.9% | +116.1% |
| 10Y | +52.5% | +506.9% | -454.5% | -14.7% |
| All | +3,033.3% | +19,388.4% | -16,355.1% | +873.3% |
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