+37.4%
CMI vs FTI
+89.7%
-52.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -0.7% | -4.4% | +3.7% | +0.4% |
| 30D | -12.4% | +1.5% | -13.9% | -12.7% |
| 3M | -14.8% | +8.2% | -23.0% | -16.9% |
| 6M | +0.8% | +18.8% | -18.0% | -5.7% |
| YTD | +10.2% | +71.7% | -61.5% | -4.8% |
| 1Y | +37.4% | +90.0% | -52.6% | +16.8% |
| All | +37.4% | +89.7% | -52.2% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling