+11.7%
CMI vs FN
-25.7%
+37.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -4.5% |
| 7D | -11.2% | -7.0% | -4.2% | -10.0% |
| 30D | -9.8% | -24.7% | +14.9% | -4.8% |
| 3M | -25.5% | -35.7% | +10.1% | -19.3% |
| 6M | -27.7% | -52.4% | +24.7% | -17.5% |
| YTD | -6.6% | -25.0% | +18.3% | -4.1% |
| 1Y | +11.7% | -25.7% | +37.3% | +15.1% |
| All | +11.7% | -25.7% | +37.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling