+332.6%
CMI vs RL
+337.1%
-4.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | +0.5% | +2.6% | -2.1% | -0.4% |
| 30D | -14.0% | +2.9% | -17.0% | -15.1% |
| 3M | -28.1% | 0.0% | -28.1% | -28.4% |
| 6M | -35.8% | +17.1% | -52.9% | -40.1% |
| YTD | -10.5% | +10.1% | -20.6% | -14.7% |
| 1Y | -1.9% | +17.3% | -19.2% | -8.6% |
| 3Y | +121.0% | +249.3% | -128.3% | +39.5% |
| 5Y | +114.6% | +240.9% | -126.3% | +32.9% |
| All | +332.6% | +337.1% | -4.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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