+503.2%
CMI vs ROL
+211.6%
+291.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -3.2% | +2.4% | +0.2% |
| 30D | -12.4% | -4.9% | -7.5% | -11.1% |
| 3M | -14.8% | -25.8% | +11.1% | -7.2% |
| 6M | +0.8% | -37.6% | +38.4% | +16.1% |
| YTD | +10.2% | -41.5% | +51.7% | +29.0% |
| 1Y | +37.4% | -39.5% | +76.9% | +58.4% |
| 3Y | +153.3% | +0.1% | +153.1% | +137.5% |
| 5Y | +167.6% | -4.6% | +172.2% | +149.1% |
| All | +503.2% | +211.6% | +291.6% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling