+11.7%
CMI vs FE
+6.1%
+5.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | -11.2% | +1.7% | -12.9% | -10.9% |
| 30D | -9.8% | +8.1% | -18.0% | -8.3% |
| 3M | -25.5% | -1.3% | -24.2% | -25.9% |
| 6M | -27.7% | +2.9% | -30.6% | -27.0% |
| YTD | -6.6% | +8.6% | -15.2% | -3.1% |
| 1Y | +11.7% | +6.3% | +5.3% | +16.6% |
| All | +11.7% | +6.1% | +5.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling