+126.4%
CMI vs CFG
+192.0%
-65.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -1.8% | -0.8% | -1.0% | -1.4% |
| 30D | -12.2% | +3.1% | -15.4% | -13.5% |
| 3M | -26.5% | -9.7% | -16.8% | -23.2% |
| 6M | -33.6% | +6.7% | -40.3% | -36.0% |
| YTD | -8.3% | +15.2% | -23.5% | -14.5% |
| 1Y | -1.3% | +28.8% | -30.0% | -12.2% |
| All | +126.4% | +192.0% | -65.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 3y: compounded portfolio wealth divided by compounded CFG 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…
3y analysis · Full analysis span regression · 6 months rolling