+133.4%
CMI vs ROIV
+276.5%
-143.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | -14.0% | +17.6% | -31.6% | -15.3% |
| 3M | -28.1% | +9.0% | -37.1% | -28.9% |
| 6M | -35.8% | +35.3% | -71.1% | -37.8% |
| YTD | -10.5% | +82.2% | -92.7% | -15.4% |
| 1Y | -1.9% | +92.3% | -94.1% | -7.6% |
| 3Y | +121.0% | +336.8% | -215.8% | +97.1% |
| 5Y | +114.6% | +370.6% | -256.0% | +80.3% |
| All | +133.4% | +276.5% | -143.1% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling