+509.7%
CMI vs USFR
+27.6%
+482.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -12.3% | +0.3% | -12.6% | -12.3% |
| 3M | -16.8% | +1.0% | -17.8% | -17.0% |
| 6M | +1.5% | +1.9% | -0.4% | +1.1% |
| YTD | +9.8% | +2.7% | +7.1% | +9.1% |
| 1Y | +42.6% | +4.0% | +38.6% | +41.2% |
| 3Y | +151.0% | +14.0% | +137.0% | +143.0% |
| 5Y | +167.0% | +20.4% | +146.6% | +154.9% |
| 10Y | +512.2% | +28.0% | +484.2% | +473.4% |
| All | +509.7% | +27.6% | +482.1% | +465.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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