+166.6%
CMI vs CRL
-37.4%
+204.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | +0.7% | -4.6% | +5.3% | +1.8% |
| 30D | -12.3% | +0.5% | -12.8% | -12.5% |
| 3M | -16.8% | +46.6% | -63.4% | -24.5% |
| 6M | +1.5% | +57.3% | -55.7% | -10.3% |
| YTD | +9.8% | +39.5% | -29.7% | -0.1% |
| 1Y | +42.6% | +76.9% | -34.3% | +21.8% |
| 3Y | +151.0% | +39.4% | +111.6% | +117.6% |
| All | +166.6% | -37.4% | +204.0% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling