+167.0%
CMI vs FE
+46.0%
+121.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -12.3% | -1.2% | -11.1% | -12.1% |
| 3M | -16.8% | +1.7% | -18.4% | -17.3% |
| 6M | +1.5% | -7.5% | +9.0% | +3.2% |
| YTD | +9.8% | +6.3% | +3.5% | +7.6% |
| 1Y | +42.6% | +10.9% | +31.7% | +37.9% |
| 3Y | +151.0% | +46.9% | +104.0% | +118.2% |
| 5Y | +167.0% | +47.6% | +119.4% | +122.9% |
| All | +167.0% | +46.0% | +121.0% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling