+6,954.4%
CMI vs FE
+561.4%
+6,392.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -0.7% | +1.9% | -2.7% | -1.6% |
| 30D | -13.4% | -1.2% | -12.3% | -13.1% |
| 3M | -17.0% | +3.5% | -20.5% | -18.6% |
| 6M | -1.6% | -6.1% | +4.4% | +0.4% |
| YTD | +11.0% | +7.6% | +3.4% | +6.5% |
| 1Y | +41.9% | +11.9% | +30.0% | +33.5% |
| 3Y | +151.8% | +48.4% | +103.4% | +104.8% |
| 5Y | +163.6% | +44.8% | +118.8% | +113.5% |
| 10Y | +472.9% | +115.9% | +357.0% | +245.7% |
| All | +6,954.4% | +561.4% | +6,392.9% | +2,777.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling