+804.8%
CMI vs FANG
+1,412.9%
-608.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | -12.4% | +2.6% | -15.0% | -12.9% |
| 3M | -14.8% | +7.6% | -22.3% | -16.4% |
| 6M | +0.8% | +17.3% | -16.5% | -3.5% |
| YTD | +10.2% | +38.7% | -28.5% | +1.6% |
| 1Y | +37.4% | +51.6% | -14.2% | +24.1% |
| 3Y | +153.3% | +50.0% | +103.3% | +126.6% |
| 5Y | +167.6% | +237.6% | -70.0% | +99.5% |
| 10Y | +514.4% | +180.7% | +333.7% | +312.3% |
| All | +804.8% | +1,412.9% | -608.0% | +350.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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