+503.2%
CMI vs FITB
+290.8%
+212.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -12.4% | -5.7% | -6.7% | -10.2% |
| 3M | -14.8% | +3.2% | -17.9% | -16.2% |
| 6M | +0.8% | +23.4% | -22.6% | -8.3% |
| YTD | +10.2% | +18.8% | -8.6% | +1.5% |
| 1Y | +37.4% | +25.0% | +12.5% | +23.6% |
| 3Y | +153.3% | +131.2% | +22.1% | +72.4% |
| 5Y | +167.6% | +70.7% | +96.9% | +102.2% |
| All | +503.2% | +290.8% | +212.4% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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