+335.6%
CMI vs FE
+123.7%
+211.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -14.0% | +3.9% | -17.8% | -14.8% |
| 3M | -28.3% | -0.1% | -28.2% | -28.4% |
| 6M | -34.9% | +6.1% | -41.0% | -36.1% |
| YTD | -9.9% | +8.1% | -17.9% | -12.1% |
| 1Y | -3.6% | +4.4% | -8.1% | -5.2% |
| 3Y | +120.9% | +49.0% | +71.9% | +94.7% |
| 5Y | +116.1% | +46.1% | +70.0% | +90.1% |
| All | +335.6% | +123.7% | +211.9% | +273.4% |
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