+11.7%
CMI vs ROIV
+97.8%
-86.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.1% | -11.8% | -7.1% |
| 7D | -11.2% | +3.0% | -14.2% | -11.9% |
| 30D | -9.8% | +6.8% | -16.7% | -11.4% |
| 3M | -25.5% | +10.5% | -36.1% | -28.2% |
| 6M | -27.7% | +34.8% | -62.5% | -34.6% |
| YTD | -6.6% | +76.2% | -82.8% | -22.6% |
| 1Y | +11.7% | +92.4% | -80.7% | -10.5% |
| All | +11.7% | +97.8% | -86.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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