+842.8%
CMI vs FN
+3,241.9%
-2,399.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.9% | -8.2% | +1.2% |
| 7D | -6.8% | +16.3% | -23.1% | -10.2% |
| 30D | -10.9% | -24.7% | +13.9% | -6.5% |
| 3M | -27.3% | -34.9% | +7.6% | -22.0% |
| 6M | -30.9% | -41.1% | +10.2% | -25.3% |
| YTD | -7.7% | -19.6% | +11.9% | -7.9% |
| 1Y | 0.0% | -18.5% | +18.5% | -0.9% |
| 3Y | +130.1% | +119.1% | +11.0% | +74.9% |
| 5Y | +121.5% | +206.9% | -85.5% | +51.4% |
| 10Y | +339.4% | +826.4% | -487.1% | +124.9% |
| All | +842.8% | +3,241.9% | -2,399.1% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling