-58.5%
FIG vs CMI
+39.5%
-98.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +5.2% |
| 7D | -3.8% | -0.7% | -3.1% | -4.1% |
| 30D | -2.3% | -12.4% | +10.1% | -6.5% |
| 3M | +20.0% | -14.8% | +34.7% | +13.5% |
| 6M | -16.7% | +0.8% | -17.5% | -24.1% |
| YTD | -37.9% | +10.2% | -48.1% | -49.0% |
| 1Y | -58.5% | +37.4% | -96.0% | -71.4% |
| All | -58.5% | +39.5% | -98.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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