+321.9%
CMI vs FOXA
+92.4%
+229.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.8% |
| 7D | -0.7% | +0.8% | -1.5% | -1.0% |
| 30D | -12.4% | +5.0% | -17.4% | -14.1% |
| 3M | -14.8% | -3.0% | -11.7% | -15.2% |
| 6M | +0.8% | +14.8% | -14.0% | -6.5% |
| YTD | +10.2% | -8.9% | +19.1% | +11.6% |
| 1Y | +37.4% | +13.3% | +24.1% | +26.7% |
| 3Y | +153.3% | +115.4% | +37.9% | +77.6% |
| 5Y | +167.6% | +95.3% | +72.3% | +91.8% |
| All | +321.9% | +92.4% | +229.5% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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