+6,034.5%
FIX vs CMI
+501.9%
+5,532.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.0% |
| 7D | +3.5% | +0.7% | +2.8% | +2.9% |
| 30D | -3.5% | -12.3% | +8.8% | +7.4% |
| 3M | -11.8% | -16.8% | +5.0% | +3.4% |
| 6M | +17.8% | +1.5% | +16.3% | +18.3% |
| YTD | +73.3% | +9.8% | +63.5% | +62.6% |
| 1Y | +128.1% | +42.6% | +85.5% | +75.0% |
| 3Y | +772.7% | +151.0% | +621.7% | +342.6% |
| 5Y | +2,166.4% | +167.0% | +1,999.4% | +970.7% |
| 10Y | +6,034.5% | +512.2% | +5,522.3% | +1,619.5% |
| All | +6,034.5% | +501.9% | +5,532.6% | +1,619.5% |
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