+9,904.5%
CMI vs FTI
+2,117.5%
+7,787.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.0% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -12.5% | +12.3% | -24.9% | -16.6% |
| 3M | -16.2% | +13.8% | -30.0% | -20.8% |
| 6M | +4.9% | +24.3% | -19.4% | -4.8% |
| YTD | +11.1% | +75.8% | -64.6% | -11.9% |
| 1Y | +43.4% | +99.6% | -56.3% | +7.5% |
| 3Y | +154.1% | +278.4% | -124.4% | +42.0% |
| 5Y | +169.5% | +1,168.7% | -999.2% | -16.5% |
| 10Y | +503.8% | +297.5% | +206.3% | +137.9% |
| All | +9,904.5% | +2,117.5% | +7,787.0% | +1,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling