+948.1%
FIX vs CMI
+112.1%
+836.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.1% | +5.2% |
| 7D | -17.5% | -10.0% | -7.5% | -8.7% |
| 30D | -41.6% | -13.0% | -28.6% | -33.4% |
| 3M | -40.6% | -29.9% | -10.7% | -18.5% |
| 6M | -49.4% | -36.7% | -12.7% | -23.9% |
| YTD | +9.2% | -10.9% | +20.1% | +24.1% |
| 1Y | +6.5% | -1.3% | +7.8% | +12.1% |
| 3Y | +448.7% | +117.4% | +331.3% | +234.8% |
| All | +948.1% | +112.1% | +836.0% | +526.0% |
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