+167.0%
CMI vs FIVE
+35.6%
+131.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | +0.7% | +1.7% | -1.0% | +0.4% |
| 30D | -12.3% | +5.0% | -17.3% | -13.3% |
| 3M | -16.8% | +29.5% | -46.3% | -21.4% |
| 6M | +1.5% | +12.4% | -10.9% | -1.8% |
| YTD | +9.8% | +31.2% | -21.4% | +2.9% |
| 1Y | +42.6% | +72.9% | -30.3% | +25.9% |
| 3Y | +151.0% | +53.0% | +98.0% | +114.0% |
| 5Y | +167.0% | +34.2% | +132.9% | +123.8% |
| All | +167.0% | +35.6% | +131.4% | +123.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling