+5,613.7%
CMI vs FE
+563.9%
+5,049.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -9.3% | -0.5% | -8.8% | -9.1% |
| 30D | -13.2% | +4.3% | -17.5% | -14.9% |
| 3M | -28.2% | +0.4% | -28.6% | -28.4% |
| 6M | -32.7% | +6.9% | -39.7% | -35.1% |
| YTD | -10.1% | +8.0% | -18.1% | -14.0% |
| 1Y | -4.9% | +4.8% | -9.7% | -7.8% |
| 3Y | +120.4% | +49.0% | +71.4% | +79.0% |
| 5Y | +114.3% | +46.2% | +68.1% | +72.6% |
| 10Y | +324.8% | +120.9% | +203.9% | +154.0% |
| All | +5,613.7% | +563.9% | +5,049.8% | +2,224.6% |
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