+122.6%
CMI vs RL
+254.6%
-132.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +1.5% | +2.4% | -0.8% | +0.6% |
| 30D | -14.0% | +4.6% | -18.5% | -15.6% |
| 3M | -28.3% | -1.1% | -27.2% | -28.3% |
| 6M | -34.9% | +16.5% | -51.5% | -39.5% |
| YTD | -9.9% | +11.4% | -21.3% | -14.8% |
| 1Y | -3.6% | +16.1% | -19.7% | -10.5% |
| All | +122.6% | +254.6% | -132.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling