+167.0%
CMI vs CFG
+99.7%
+67.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -12.3% | -4.5% | -7.7% | -10.5% |
| 3M | -16.8% | +6.3% | -23.1% | -19.3% |
| 6M | +1.5% | +20.6% | -19.1% | -6.9% |
| YTD | +9.8% | +21.2% | -11.4% | +0.3% |
| 1Y | +42.6% | +38.2% | +4.4% | +22.9% |
| 3Y | +151.0% | +185.9% | -34.9% | +55.0% |
| 5Y | +167.0% | +97.0% | +70.0% | +88.6% |
| All | +167.0% | +99.7% | +67.4% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling