+479.8%
CMI vs RNG
+305.9%
+174.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | +0.7% | -4.1% | +4.8% | +1.0% |
| 30D | -12.3% | +8.6% | -20.9% | -13.1% |
| 3M | -16.8% | +78.0% | -94.8% | -22.0% |
| 6M | +1.5% | +67.0% | -65.5% | -5.0% |
| YTD | +9.8% | +142.4% | -132.6% | -2.5% |
| 1Y | +42.6% | +120.4% | -77.9% | +27.6% |
| 3Y | +151.0% | +122.1% | +28.9% | +119.7% |
| 5Y | +167.0% | -69.8% | +236.9% | +171.5% |
| 10Y | +512.2% | +223.4% | +288.8% | +305.7% |
| All | +479.8% | +305.9% | +174.0% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling