+176.1%
CMI vs FGI
-69.8%
+245.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | +0.1% |
| 7D | +1.9% | +5.2% | -3.3% | +1.8% |
| 30D | -12.5% | +65.2% | -77.7% | -13.6% |
| 3M | -16.2% | +30.2% | -46.4% | -17.0% |
| 6M | +4.9% | +87.8% | -83.0% | +2.2% |
| YTD | +11.1% | +32.5% | -21.3% | +8.9% |
| 1Y | +43.4% | +93.6% | -50.2% | +38.6% |
| 3Y | +154.1% | -2.6% | +156.6% | +148.5% |
| All | +176.1% | -69.8% | +245.9% | +172.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling