+6,191.7%
CMI vs RL
+1,366.2%
+4,825.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | -13.4% | -7.8% | -5.7% | -10.9% |
| 3M | -17.0% | -4.0% | -13.0% | -16.1% |
| 6M | -1.6% | -1.9% | +0.2% | -2.2% |
| YTD | +11.0% | -0.2% | +11.1% | +9.5% |
| 1Y | +41.9% | +10.7% | +31.2% | +34.3% |
| 3Y | +151.8% | +210.8% | -59.0% | +56.3% |
| 5Y | +163.6% | +238.2% | -74.6% | +52.9% |
| 10Y | +472.9% | +313.4% | +159.5% | +173.2% |
| All | +6,191.7% | +1,366.2% | +4,825.6% | +1,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling