-33.6%
CMI vs FGI
+25.3%
-58.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +2.0% |
| 7D | -1.8% | +6.9% | -8.7% | -1.8% |
| 30D | -12.2% | +3.9% | -16.2% | -12.2% |
| 3M | -26.5% | +74.3% | -100.8% | -25.6% |
| 6M | -33.6% | +28.9% | -62.6% | -34.2% |
| All | -33.6% | +25.3% | -58.9% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling