-34.9%
CMI vs FIVE
+18.7%
-53.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +1.5% | +2.4% | -0.9% | +1.5% |
| 30D | -14.0% | +15.8% | -29.8% | -13.7% |
| 3M | -28.3% | +3.8% | -32.1% | -28.2% |
| 6M | -34.9% | +18.5% | -53.5% | -34.2% |
| All | -34.9% | +18.7% | -53.7% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling