+121.0%
CMI vs CRL
+97.9%
+23.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.5% | +0.1% | +0.3% | +0.5% |
| 30D | -14.0% | +11.9% | -25.9% | -16.3% |
| 3M | -28.1% | +20.2% | -48.3% | -31.3% |
| 6M | -35.8% | +107.5% | -143.4% | -46.5% |
| YTD | -10.5% | +69.4% | -79.9% | -22.0% |
| 1Y | -1.9% | +99.7% | -101.6% | -17.8% |
| 3Y | +121.0% | +98.8% | +22.2% | +74.8% |
| All | +121.0% | +97.9% | +23.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling