+117.4%
CMI vs FN
+101.0%
+16.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | -1.9% |
| 7D | -10.0% | 0.0% | -10.0% | -10.4% |
| 30D | -13.0% | -34.3% | +21.3% | -6.6% |
| 3M | -29.9% | -39.9% | +10.0% | -24.0% |
| 6M | -36.7% | -51.8% | +15.1% | -29.4% |
| YTD | -10.9% | -28.1% | +17.2% | -8.5% |
| 1Y | -1.3% | -29.1% | +27.7% | +1.3% |
| 3Y | +117.4% | +102.4% | +14.9% | +74.8% |
| All | +117.4% | +101.0% | +16.4% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling