+152.4%
CMI vs FITB
+128.2%
+24.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -12.3% | -5.1% | -7.1% | -10.2% |
| 3M | -16.8% | +3.5% | -20.3% | -18.5% |
| 6M | +1.5% | +17.2% | -15.7% | -6.3% |
| YTD | +9.8% | +17.6% | -7.8% | +0.7% |
| 1Y | +42.6% | +23.4% | +19.2% | +27.6% |
| All | +152.4% | +128.2% | +24.2% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling