+37.7%
CMI vs RL
+9.4%
+28.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | -12.8% | -15.3% | +2.6% | -7.8% |
| 3M | -12.4% | -10.3% | -2.1% | -9.8% |
| 6M | -0.9% | -2.2% | +1.4% | -1.4% |
| YTD | +8.9% | -4.3% | +13.2% | +8.7% |
| 1Y | +37.7% | +8.9% | +28.8% | +29.3% |
| All | +37.7% | +9.4% | +28.3% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling