+126.4%
CMI vs ROIV
+384.4%
-258.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | -1.8% | +9.5% | -11.3% | -4.1% |
| 30D | -12.2% | +21.0% | -33.2% | -16.7% |
| 3M | -26.5% | +18.7% | -45.3% | -30.5% |
| 6M | -33.6% | +44.5% | -78.1% | -41.1% |
| YTD | -8.3% | +92.9% | -101.2% | -25.6% |
| 1Y | -1.3% | +100.2% | -101.5% | -20.9% |
| All | +126.4% | +384.4% | -258.0% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling