+37.7%
CMI vs FE
+11.5%
+26.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.8% |
| 7D | +0.8% | -1.7% | +2.5% | +0.4% |
| 30D | -12.8% | -1.3% | -11.5% | -13.0% |
| 3M | -12.4% | +0.6% | -13.0% | -12.2% |
| 6M | -0.9% | -6.8% | +6.0% | -0.9% |
| YTD | +8.9% | +6.4% | +2.4% | +12.8% |
| 1Y | +37.7% | +11.3% | +26.4% | +44.0% |
| All | +37.7% | +11.5% | +26.2% | +44.0% |
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