+123.9%
CMI vs FGI
-66.3%
+190.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | +1.5% | +13.5% | -12.0% | +1.4% |
| 30D | -14.0% | +17.1% | -31.1% | -14.1% |
| 3M | -28.3% | +78.0% | -106.4% | -29.3% |
| 6M | -34.9% | +46.4% | -81.4% | -35.7% |
| YTD | -9.9% | +47.7% | -57.6% | -11.8% |
| 1Y | -3.6% | +56.8% | -60.4% | -5.9% |
| 3Y | +120.9% | +12.3% | +108.7% | +115.5% |
| All | +123.9% | -66.3% | +190.2% | +120.8% |
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