+13,423.8%
CMI vs CRL
+1,339.8%
+12,084.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.0% |
| 7D | +1.9% | -0.6% | +2.4% | +2.0% |
| 30D | -12.5% | +5.0% | -17.5% | -14.1% |
| 3M | -16.2% | +50.6% | -66.8% | -27.7% |
| 6M | +4.9% | +60.9% | -56.1% | -12.7% |
| YTD | +11.1% | +40.7% | -29.6% | -3.5% |
| 1Y | +43.4% | +73.3% | -29.9% | +15.0% |
| 3Y | +154.1% | +40.6% | +113.5% | +105.9% |
| 5Y | +169.5% | -37.0% | +206.5% | +178.3% |
| 10Y | +503.8% | +244.3% | +259.5% | +209.6% |
| All | +13,423.8% | +1,339.8% | +12,084.0% | +4,520.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling