+37.4%
CMI vs RMD
-18.7%
+56.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -0.7% | -4.4% | +3.7% | -0.4% |
| 30D | -12.4% | -3.1% | -9.2% | -12.2% |
| 3M | -14.8% | +13.8% | -28.6% | -17.2% |
| 6M | +0.8% | -8.6% | +9.4% | +7.6% |
| YTD | +10.2% | -8.6% | +18.8% | +15.7% |
| 1Y | +37.4% | -19.7% | +57.1% | +54.5% |
| All | +37.4% | -18.7% | +56.1% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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