+3,553.2%
FIX vs CMI
+320.3%
+3,232.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.8% |
| 7D | +9.4% | +0.5% | +9.0% | +9.2% |
| 30D | -27.8% | -14.0% | -13.7% | -17.2% |
| 3M | -35.6% | -28.1% | -7.4% | -14.2% |
| 6M | -45.2% | -35.8% | -9.4% | -19.7% |
| YTD | +19.5% | -10.5% | +30.0% | +34.4% |
| 1Y | +24.2% | -1.9% | +26.1% | +30.4% |
| 3Y | +494.2% | +121.0% | +373.2% | +240.3% |
| 5Y | +1,036.1% | +114.6% | +921.6% | +547.8% |
| All | +3,553.2% | +320.3% | +3,232.9% | +1,232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling