+9,517.1%
CMI vs FIS
+374.5%
+9,142.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | -0.7% | +1.1% | -1.8% | -1.3% |
| 30D | -13.4% | -2.2% | -11.2% | -12.8% |
| 3M | -17.0% | +2.1% | -19.1% | -19.4% |
| 6M | -1.6% | -14.7% | +13.0% | +2.4% |
| YTD | +11.0% | -35.7% | +46.7% | +32.0% |
| 1Y | +41.9% | -37.1% | +79.0% | +69.4% |
| 3Y | +151.8% | -20.0% | +171.8% | +157.3% |
| 5Y | +163.6% | -62.1% | +225.7% | +268.4% |
| 10Y | +472.9% | -37.4% | +510.3% | +462.4% |
| All | +9,517.1% | +374.5% | +9,142.6% | +3,480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling