+165.0%
CMI vs RNG
-68.4%
+233.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -6.1% | +5.4% | -0.2% |
| 30D | -12.4% | +9.6% | -22.0% | -13.2% |
| 3M | -14.8% | +83.3% | -98.1% | -20.2% |
| 6M | +0.8% | +77.9% | -77.1% | -6.3% |
| YTD | +10.2% | +139.9% | -129.7% | -2.5% |
| 1Y | +37.4% | +121.7% | -84.2% | +22.6% |
| 3Y | +153.3% | +121.9% | +31.4% | +119.9% |
| All | +165.0% | -68.4% | +233.4% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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