+120.4%
CMI vs FE
+47.6%
+72.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.3% | -0.5% | -8.8% | -9.3% |
| 30D | -13.2% | +4.3% | -17.5% | -13.3% |
| 3M | -28.2% | +0.4% | -28.6% | -28.2% |
| 6M | -32.7% | +6.9% | -39.7% | -33.1% |
| YTD | -10.1% | +8.0% | -18.1% | -10.8% |
| 1Y | -4.9% | +4.8% | -9.7% | -5.2% |
| 3Y | +120.4% | +49.0% | +71.4% | +97.9% |
| All | +120.4% | +47.6% | +72.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling