+114.3%
CMI vs FE
+48.8%
+65.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.3% | -0.5% | -8.8% | -9.2% |
| 30D | -13.2% | +4.3% | -17.5% | -14.0% |
| 3M | -28.2% | +0.4% | -28.6% | -28.3% |
| 6M | -32.7% | +6.9% | -39.7% | -33.9% |
| YTD | -10.1% | +8.0% | -18.1% | -12.1% |
| 1Y | -4.9% | +4.8% | -9.7% | -6.3% |
| 3Y | +120.4% | +49.0% | +71.4% | +91.9% |
| 5Y | +114.3% | +46.2% | +68.1% | +81.7% |
| All | +114.3% | +48.8% | +65.4% | +81.7% |
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