+324.8%
CMI vs FICO
+535.6%
-210.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.8% |
| 7D | -9.3% | +0.9% | -10.2% | -9.4% |
| 30D | -13.2% | +9.4% | -22.7% | -15.0% |
| 3M | -28.2% | -30.4% | +2.2% | -25.0% |
| 6M | -32.7% | -35.1% | +2.4% | -29.9% |
| YTD | -10.1% | -56.8% | +46.7% | +1.4% |
| 1Y | -4.9% | -58.4% | +53.5% | +8.2% |
| 3Y | +120.4% | -26.7% | +147.0% | +105.5% |
| 5Y | +114.3% | +88.0% | +26.2% | +44.2% |
| 10Y | +324.8% | +545.7% | -220.9% | +65.8% |
| All | +324.8% | +535.6% | -210.8% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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