+503.8%
CMI vs FN
+882.3%
-378.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.3% |
| 7D | +1.9% | +3.5% | -1.7% | +1.2% |
| 30D | -12.5% | -26.0% | +13.5% | -7.6% |
| 3M | -16.2% | -33.3% | +17.0% | -10.4% |
| 6M | +4.9% | -14.9% | +19.8% | +5.7% |
| YTD | +11.1% | -8.6% | +19.7% | +9.5% |
| 1Y | +43.4% | +12.3% | +31.1% | +34.8% |
| 3Y | +154.1% | +174.4% | -20.3% | +88.5% |
| 5Y | +169.5% | +296.4% | -126.9% | +78.1% |
| 10Y | +503.8% | +890.0% | -386.3% | +232.1% |
| All | +503.8% | +882.3% | -378.5% | +232.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling