-4.9%
CMI vs FGI
+45.2%
-50.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -9.3% | -4.1% | -5.2% | -9.2% |
| 30D | -13.2% | -3.4% | -9.9% | -13.2% |
| 3M | -28.2% | +61.8% | -90.0% | -28.9% |
| 6M | -32.7% | +17.0% | -49.7% | -33.0% |
| YTD | -10.1% | +31.4% | -41.5% | -13.1% |
| 1Y | -4.9% | +42.7% | -47.5% | -8.2% |
| All | -4.9% | +45.2% | -50.0% | -8.2% |
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