+10,917.2%
CMI vs FDS
+9,090.7%
+1,826.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.7% |
| 7D | +1.9% | -5.4% | +7.3% | +3.8% |
| 30D | -12.5% | +1.6% | -14.1% | -13.4% |
| 3M | -16.2% | +17.7% | -34.0% | -23.2% |
| 6M | +4.9% | +29.1% | -24.2% | -9.5% |
| YTD | +11.1% | +1.0% | +10.2% | +4.5% |
| 1Y | +43.4% | -21.6% | +65.0% | +46.8% |
| 3Y | +154.1% | -30.1% | +184.2% | +169.1% |
| 5Y | +169.5% | -20.7% | +190.2% | +166.1% |
| 10Y | +503.8% | +78.3% | +425.5% | +310.8% |
| All | +10,917.2% | +9,090.7% | +1,826.6% | +3,106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling