+152.4%
CMI vs ROP
-18.8%
+171.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +0.7% | -6.1% | +6.8% | +1.1% |
| 30D | -12.3% | -3.4% | -8.9% | -12.1% |
| 3M | -16.8% | +16.7% | -33.5% | -19.2% |
| 6M | +1.5% | +8.1% | -6.5% | +0.4% |
| YTD | +9.8% | -11.7% | +21.5% | +16.8% |
| 1Y | +42.6% | -24.2% | +66.8% | +62.2% |
| All | +152.4% | -18.8% | +171.1% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 3y: compounded portfolio wealth divided by compounded ROP 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…
3y analysis · Full analysis span regression · 6 months rolling