+15,688.1%
CMI vs ROL
+9,850.6%
+5,837.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.7% |
| 7D | +0.5% | +3.0% | -2.5% | -0.7% |
| 30D | -14.0% | +19.8% | -33.8% | -20.5% |
| 3M | -28.1% | +7.9% | -36.0% | -31.0% |
| 6M | -35.8% | -25.6% | -10.2% | -29.0% |
| YTD | -10.5% | -34.1% | +23.6% | +3.6% |
| 1Y | -1.9% | -31.4% | +29.5% | +11.6% |
| 3Y | +121.0% | +4.7% | +116.3% | +104.9% |
| 5Y | +114.6% | +15.6% | +99.0% | +85.2% |
| 10Y | +325.5% | +220.6% | +104.8% | +122.1% |
| All | +15,688.1% | +9,850.6% | +5,837.5% | +2,265.8% |
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