+3,644.4%
FIX vs CMI
+325.3%
+3,319.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +1.5% |
| 7D | -13.9% | -9.3% | -4.7% | -5.8% |
| 30D | -35.5% | -13.2% | -22.3% | -26.7% |
| 3M | -33.9% | -28.2% | -5.7% | -12.1% |
| 6M | -43.3% | -32.7% | -10.6% | -20.0% |
| YTD | +18.7% | -10.1% | +28.8% | +32.9% |
| 1Y | +13.8% | -4.9% | +18.6% | +22.3% |
| 3Y | +495.0% | +120.4% | +374.6% | +241.4% |
| 5Y | +1,049.0% | +114.3% | +934.8% | +555.7% |
| 10Y | +3,644.4% | +324.8% | +3,319.6% | +1,273.3% |
| All | +3,644.4% | +325.3% | +3,319.2% | +1,273.3% |
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