+503.2%
CMI vs FE
+114.2%
+389.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -1.4% | +0.7% | -0.4% |
| 30D | -12.4% | -1.9% | -10.5% | -12.0% |
| 3M | -14.8% | -0.2% | -14.6% | -14.9% |
| 6M | +0.8% | -7.1% | +7.9% | +2.3% |
| YTD | +10.2% | +6.1% | +4.1% | +8.0% |
| 1Y | +37.4% | +10.1% | +27.4% | +33.2% |
| 3Y | +153.3% | +46.9% | +106.4% | +124.2% |
| 5Y | +167.6% | +50.0% | +117.6% | +134.0% |
| All | +503.2% | +114.2% | +389.0% | +419.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling