+44.3%
CMI vs FGI
+88.8%
-44.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.2% |
| 3M | -16.2% | +30.2% | -46.4% | -16.7% |
| 6M | +4.9% | +87.8% | -83.0% | +2.5% |
| YTD | +11.1% | +32.5% | -21.3% | +9.2% |
| All | +44.3% | +88.8% | -44.4% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling