+633.6%
CMI vs FIVE
+848.8%
-215.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | -14.0% | +15.8% | -29.8% | -16.7% |
| 3M | -28.3% | +3.8% | -32.1% | -29.2% |
| 6M | -34.9% | +18.5% | -53.5% | -37.9% |
| YTD | -9.9% | +31.2% | -41.1% | -16.0% |
| 1Y | -3.6% | +61.8% | -65.5% | -14.1% |
| 3Y | +120.9% | +39.9% | +81.1% | +91.9% |
| 5Y | +116.1% | +18.3% | +97.8% | +88.3% |
| 10Y | +328.5% | +510.0% | -181.5% | +162.4% |
| All | +633.6% | +848.8% | -215.2% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling