+167.0%
CMI vs RL
+233.3%
-66.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -12.3% | -17.5% | +5.2% | -5.8% |
| 3M | -16.8% | -14.0% | -2.8% | -12.3% |
| 6M | +1.5% | -2.0% | +3.5% | +0.9% |
| YTD | +9.8% | -4.6% | +14.4% | +10.2% |
| 1Y | +42.6% | +9.5% | +33.1% | +35.3% |
| 3Y | +151.0% | +200.5% | -49.5% | +58.0% |
| 5Y | +167.0% | +226.3% | -59.2% | +55.9% |
| All | +167.0% | +233.3% | -66.3% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling