+164.4%
CMI vs ROL
-4.5%
+168.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +0.8% | -3.2% | +4.1% | +1.3% |
| 30D | -12.8% | -6.6% | -6.2% | -11.9% |
| 3M | -12.4% | -27.3% | +14.9% | -8.0% |
| 6M | -0.9% | -38.1% | +37.2% | +7.5% |
| YTD | +8.9% | -41.8% | +50.6% | +19.1% |
| 1Y | +37.7% | -37.8% | +75.5% | +48.2% |
| 3Y | +148.9% | -0.3% | +149.2% | +136.0% |
| 5Y | +164.4% | -5.1% | +169.4% | +145.3% |
| All | +164.4% | -4.5% | +168.9% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling