-34.9%
CMI vs ROIV
+37.8%
-72.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -1.0% |
| 7D | +1.5% | +9.2% | -7.7% | +0.3% |
| 30D | -14.0% | +19.9% | -33.9% | -16.2% |
| 3M | -28.3% | +10.6% | -38.9% | -29.6% |
| 6M | -34.9% | +36.1% | -71.0% | -39.6% |
| All | -34.9% | +37.8% | -72.8% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling