+154.1%
CMI vs FIVE
+59.0%
+95.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +1.9% | +3.7% | -1.8% | +1.2% |
| 30D | -12.5% | +4.0% | -16.5% | -13.3% |
| 3M | -16.2% | +36.2% | -52.4% | -21.2% |
| 6M | +4.9% | +18.0% | -13.2% | +0.8% |
| YTD | +11.1% | +34.9% | -23.7% | +4.2% |
| 1Y | +43.4% | +67.9% | -24.5% | +28.6% |
| 3Y | +154.1% | +57.3% | +96.7% | +106.9% |
| All | +154.1% | +59.0% | +95.0% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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