+45.7%
EXC vs CMI
+165.6%
-119.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | -0.9% | -12.3% | +11.4% | +0.2% |
| 3M | -2.7% | -16.8% | +14.1% | -1.4% |
| 6M | -9.4% | +1.5% | -10.9% | -10.7% |
| YTD | +3.0% | +9.8% | -6.8% | -0.1% |
| 1Y | +5.1% | +42.6% | -37.4% | -2.8% |
| 3Y | +20.6% | +151.0% | -130.4% | -4.9% |
| 5Y | +45.7% | +167.0% | -121.3% | +10.9% |
| All | +45.7% | +165.6% | -119.9% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling