+166.6%
CMI vs FDS
-23.7%
+190.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | +0.7% | -8.8% | +9.5% | +1.1% |
| 30D | -12.3% | -1.4% | -10.9% | -12.3% |
| 3M | -16.8% | +13.9% | -30.7% | -17.7% |
| 6M | +1.5% | +27.4% | -25.9% | -2.2% |
| YTD | +9.8% | -2.5% | +12.3% | +12.1% |
| 1Y | +42.6% | -23.8% | +66.4% | +56.3% |
| 3Y | +151.0% | -32.5% | +183.5% | +183.4% |
| All | +166.6% | -23.7% | +190.3% | +192.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling