+503.2%
CMI vs FIS
-39.8%
+543.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -0.7% | -7.9% | +7.2% | +1.6% |
| 30D | -12.4% | -8.0% | -4.4% | -10.5% |
| 3M | -14.8% | +0.6% | -15.4% | -16.1% |
| 6M | +0.8% | -22.2% | +23.0% | +6.9% |
| YTD | +10.2% | -40.8% | +51.0% | +28.2% |
| 1Y | +37.4% | -41.5% | +79.0% | +59.9% |
| 3Y | +153.3% | -25.5% | +178.8% | +162.5% |
| 5Y | +167.6% | -64.8% | +232.4% | +259.6% |
| All | +503.2% | -39.8% | +543.0% | +585.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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