+42.6%
CMI vs ROIV
+224.1%
-181.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +0.7% | +22.3% | -21.6% | -4.8% |
| 30D | -12.3% | +16.9% | -29.1% | -16.1% |
| 3M | -16.8% | +43.9% | -60.7% | -25.2% |
| 6M | +1.5% | +41.6% | -40.1% | -8.7% |
| YTD | +9.8% | +92.7% | -82.9% | -9.2% |
| 1Y | +42.6% | +210.2% | -167.6% | +15.0% |
| All | +42.6% | +224.1% | -181.5% | +15.0% |
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