+12,471.5%
FIX vs CMI
+6,113.1%
+6,358.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.6% |
| 7D | +6.0% | -0.7% | +6.8% | +6.3% |
| 30D | -7.2% | -13.4% | +6.2% | -0.8% |
| 3M | -15.9% | -17.0% | +1.1% | -7.6% |
| 6M | +12.7% | -1.6% | +14.4% | +15.4% |
| YTD | +72.8% | +11.0% | +61.8% | +67.2% |
| 1Y | +122.9% | +41.9% | +81.0% | +94.1% |
| 3Y | +774.3% | +151.8% | +622.5% | +503.9% |
| 5Y | +2,049.5% | +163.6% | +1,885.9% | +1,350.6% |
| 10Y | +5,821.5% | +472.9% | +5,348.5% | +2,874.8% |
| All | +12,471.5% | +6,113.1% | +6,358.4% | +2,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling