+164.4%
CMI vs RMD
-22.7%
+187.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.8% | -4.2% | +5.0% | +1.6% |
| 30D | -12.8% | -2.1% | -10.7% | -12.5% |
| 3M | -12.4% | +13.8% | -26.2% | -15.2% |
| 6M | -0.9% | -10.6% | +9.7% | +1.2% |
| YTD | +8.9% | -8.1% | +17.0% | +10.3% |
| 1Y | +37.7% | -18.0% | +55.7% | +42.9% |
| 3Y | +148.9% | +52.9% | +96.0% | +119.7% |
| 5Y | +164.4% | -22.3% | +186.6% | +153.9% |
| All | +164.4% | -22.7% | +187.1% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling