+372.8%
CMI vs CFG
+362.1%
+10.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -26.5% | -9.7% | -16.8% | -23.4% |
| 6M | -33.6% | +6.7% | -40.3% | -35.7% |
| YTD | -8.3% | +15.2% | -23.5% | -13.9% |
| 1Y | -1.3% | +28.8% | -30.0% | -11.4% |
| 3Y | +124.8% | +190.1% | -65.3% | +41.4% |
| 5Y | +119.9% | +63.4% | +56.5% | +69.7% |
| 10Y | +335.9% | +219.8% | +116.1% | +128.0% |
| All | +372.8% | +362.1% | +10.7% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling