+41.9%
CMI vs FN
+17.1%
+24.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -13.4% | -22.0% | +8.5% | -9.2% |
| 3M | -17.0% | -43.0% | +26.0% | -7.6% |
| 6M | -1.6% | -27.7% | +26.1% | +2.6% |
| YTD | +11.0% | -10.5% | +21.5% | +10.4% |
| 1Y | +41.9% | +12.5% | +29.4% | +32.1% |
| All | +41.9% | +17.1% | +24.8% | +32.1% |
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