+117.8%
EW vs CMI
+516.5%
-398.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.1% |
| 7D | -6.2% | -0.7% | -5.4% | -6.0% |
| 30D | -9.3% | -12.4% | +3.1% | -5.6% |
| 3M | -1.6% | -14.8% | +13.2% | +2.5% |
| 6M | -0.8% | +0.8% | -1.6% | -3.2% |
| YTD | -1.0% | +10.2% | -11.2% | -6.8% |
| 1Y | +8.2% | +37.4% | -29.3% | -6.3% |
| 3Y | +12.7% | +153.3% | -140.6% | -24.7% |
| 5Y | -30.2% | +167.6% | -197.8% | -55.5% |
| All | +117.8% | +516.5% | -398.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling