+503.2%
CMI vs CRL
+256.1%
+247.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -0.7% | -3.5% | +2.8% | +0.3% |
| 30D | -12.4% | -2.1% | -10.2% | -11.9% |
| 3M | -14.8% | +48.0% | -62.7% | -24.5% |
| 6M | +0.8% | +64.7% | -63.9% | -14.3% |
| YTD | +10.2% | +39.5% | -29.3% | -1.9% |
| 1Y | +37.4% | +74.2% | -36.8% | +13.9% |
| 3Y | +153.3% | +39.4% | +113.9% | +112.8% |
| 5Y | +167.6% | -36.9% | +204.5% | +183.2% |
| All | +503.2% | +256.1% | +247.1% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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