+169.5%
CMI vs ROIV
+316.9%
-147.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.8% | -18.6% | -1.6% |
| 7D | +1.9% | +20.2% | -18.3% | 0.0% |
| 30D | -12.5% | +14.1% | -26.7% | -13.7% |
| 3M | -16.2% | +45.6% | -61.8% | -19.2% |
| 6M | +4.9% | +44.1% | -39.3% | +1.2% |
| YTD | +11.1% | +91.2% | -80.0% | +4.7% |
| 1Y | +43.4% | +221.3% | -177.9% | +30.2% |
| 3Y | +154.1% | +229.2% | -75.1% | +127.9% |
| 5Y | +169.5% | +316.5% | -147.0% | +121.1% |
| All | +169.5% | +316.9% | -147.4% | +121.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling