+631.6%
CMI vs FIVE
+873.2%
-241.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -9.3% | +7.3% | -16.6% | -10.7% |
| 30D | -13.2% | +18.1% | -31.3% | -16.3% |
| 3M | -28.2% | +7.7% | -35.9% | -29.6% |
| 6M | -32.7% | +13.6% | -46.3% | -35.2% |
| YTD | -10.1% | +34.6% | -44.7% | -16.7% |
| 1Y | -4.9% | +66.2% | -71.1% | -15.7% |
| 3Y | +120.4% | +43.5% | +76.9% | +90.4% |
| 5Y | +114.3% | +20.7% | +93.6% | +86.0% |
| 10Y | +324.8% | +541.5% | -216.7% | +157.9% |
| All | +631.6% | +873.2% | -241.6% | +321.2% |
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 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