+8,771.5%
CMI vs FDS
+10,480.1%
-1,708.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +0.5% | +1.5% | -1.0% | -0.1% |
| 30D | -14.0% | +14.8% | -28.9% | -18.7% |
| 3M | -28.1% | +16.3% | -44.4% | -33.0% |
| 6M | -35.8% | +66.2% | -102.1% | -49.4% |
| YTD | -10.5% | +16.2% | -26.7% | -20.9% |
| 1Y | -1.9% | +21.8% | -23.7% | -15.2% |
| 3Y | +121.0% | -23.9% | +144.9% | +125.1% |
| 5Y | +114.6% | -23.1% | +137.7% | +114.0% |
| 10Y | +325.5% | +128.7% | +196.8% | +160.6% |
| All | +8,771.5% | +10,480.1% | -1,708.6% | +2,326.5% |
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 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