+19,478.9%
CMI vs ROL
+9,030.3%
+10,448.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -0.7% | -1.4% | +0.7% | -0.1% |
| 30D | -13.4% | -4.1% | -9.4% | -12.0% |
| 3M | -17.0% | -22.5% | +5.5% | -8.8% |
| 6M | -1.6% | -37.7% | +36.0% | +18.1% |
| YTD | +11.0% | -39.6% | +50.6% | +34.2% |
| 1Y | +41.9% | -36.0% | +77.9% | +66.5% |
| 3Y | +151.8% | -5.1% | +156.9% | +144.2% |
| 5Y | +163.6% | -3.4% | +167.0% | +146.3% |
| 10Y | +472.9% | +215.2% | +257.7% | +202.8% |
| All | +19,478.9% | +9,030.3% | +10,448.6% | +2,965.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling