+2,185.6%
FIX vs CMI
+170.2%
+2,015.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.2% |
| 7D | +6.1% | +1.9% | +4.2% | +4.4% |
| 30D | -2.7% | -12.5% | +9.8% | +9.1% |
| 3M | -10.9% | -16.2% | +5.3% | +4.4% |
| 6M | +29.0% | +4.9% | +24.1% | +26.6% |
| YTD | +76.9% | +11.1% | +65.7% | +64.2% |
| 1Y | +130.7% | +43.4% | +87.4% | +75.6% |
| 3Y | +790.7% | +154.1% | +636.6% | +359.6% |
| 5Y | +2,185.6% | +169.5% | +2,016.1% | +1,005.6% |
| All | +2,185.6% | +170.2% | +2,015.4% | +1,005.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling