+121.0%
CMI vs FDS
-23.3%
+144.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.6% |
| 30D | -14.0% | +14.8% | -28.9% | -12.9% |
| 3M | -28.1% | +16.3% | -44.4% | -26.9% |
| 6M | -35.8% | +66.2% | -102.1% | -34.2% |
| YTD | -10.5% | +16.2% | -26.7% | -5.0% |
| 1Y | -1.9% | +21.8% | -23.7% | +3.3% |
| 3Y | +121.0% | -23.9% | +144.9% | +159.5% |
| All | +121.0% | -23.3% | +144.3% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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