+121.3%
CMI vs FGI
-70.6%
+191.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -10.0% | -7.0% | -3.0% | -9.9% |
| 30D | -13.0% | -4.2% | -8.8% | -13.0% |
| 3M | -29.9% | +55.6% | -85.5% | -30.7% |
| 6M | -36.7% | -3.2% | -33.5% | -37.1% |
| YTD | -10.9% | +29.1% | -40.0% | -12.7% |
| 1Y | -1.3% | +51.0% | -52.3% | -3.7% |
| 3Y | +117.4% | +1.5% | +115.9% | +111.9% |
| All | +121.3% | -70.6% | +191.8% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling