+153.3%
CMI vs FND
-50.3%
+203.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.7% | -5.8% | +5.0% | +0.6% |
| 30D | -12.4% | -20.2% | +7.8% | -7.8% |
| 3M | -14.8% | -12.0% | -2.8% | -13.1% |
| 6M | +0.8% | -18.5% | +19.3% | +4.1% |
| YTD | +10.2% | -22.3% | +32.4% | +15.1% |
| 1Y | +37.4% | -47.6% | +85.1% | +59.1% |
| 3Y | +153.3% | -49.8% | +203.0% | +181.4% |
| All | +153.3% | -50.3% | +203.6% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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