+14.4%
FIX vs CMI
+10.9%
+3.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.8% | -9.3% | -9.1% |
| 7D | -18.9% | -11.2% | -7.7% | -7.9% |
| 30D | -36.3% | -9.8% | -26.4% | -28.6% |
| 3M | -38.5% | -25.5% | -13.0% | -16.9% |
| 6M | -42.3% | -27.7% | -14.6% | -19.1% |
| YTD | +17.1% | -6.6% | +23.7% | +24.7% |
| 1Y | +14.4% | +11.7% | +2.7% | +7.4% |
| All | +14.4% | +10.9% | +3.5% | +7.4% |
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