+335.6%
CMI vs FN
+763.2%
-427.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.9% |
| 7D | +1.5% | +20.8% | -19.3% | -2.5% |
| 30D | -14.0% | -17.3% | +3.3% | -11.4% |
| 3M | -28.3% | -38.1% | +9.8% | -22.4% |
| 6M | -34.9% | -44.2% | +9.3% | -29.1% |
| YTD | -9.9% | -22.3% | +12.4% | -9.4% |
| 1Y | -3.6% | -20.9% | +17.3% | -3.8% |
| 3Y | +120.9% | +111.1% | +9.9% | +71.0% |
| 5Y | +116.1% | +191.8% | -75.7% | +50.4% |
| All | +335.6% | +763.2% | -427.6% | +148.7% |
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