+6,206.9%
EW vs CMI
+10,513.6%
-4,306.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.7% | -3.6% |
| 7D | -4.4% | +1.9% | -6.3% | -4.8% |
| 30D | -3.3% | -12.5% | +9.2% | -0.6% |
| 3M | +1.0% | -16.2% | +17.2% | +4.3% |
| 6M | +6.2% | +4.9% | +1.4% | +4.1% |
| YTD | +1.7% | +11.1% | -9.4% | -1.9% |
| 1Y | +8.1% | +43.4% | -35.3% | -1.6% |
| 3Y | +17.1% | +154.1% | -137.0% | -7.2% |
| 5Y | -29.4% | +169.5% | -198.8% | -45.2% |
| 10Y | +121.7% | +503.8% | -382.0% | +43.4% |
| All | +6,206.9% | +10,513.6% | -4,306.7% | +1,907.8% |
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