+189.4%
CMI vs ROIV
+232.7%
-43.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.7% |
| 7D | -0.7% | +0.6% | -1.4% | -0.8% |
| 30D | -13.4% | +1.0% | -14.4% | -13.6% |
| 3M | -17.0% | +18.3% | -35.3% | -18.3% |
| 6M | -1.6% | +18.3% | -20.0% | -3.3% |
| YTD | +11.0% | +61.0% | -50.0% | +6.4% |
| 1Y | +41.9% | +177.9% | -136.0% | +30.9% |
| 3Y | +151.8% | +199.1% | -47.3% | +129.3% |
| 5Y | +163.6% | +250.7% | -87.1% | +126.3% |
| All | +189.4% | +232.7% | -43.3% | +148.3% |
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