+166.6%
CMI vs ROP
-16.2%
+182.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.7% | -6.1% | +6.8% | +2.0% |
| 30D | -12.3% | -3.4% | -8.9% | -11.8% |
| 3M | -16.8% | +16.7% | -33.5% | -21.1% |
| 6M | +1.5% | +8.1% | -6.5% | -1.6% |
| YTD | +9.8% | -11.7% | +21.5% | +15.1% |
| 1Y | +42.6% | -24.2% | +66.8% | +59.8% |
| 3Y | +151.0% | -19.0% | +170.0% | +170.9% |
| All | +166.6% | -16.2% | +182.8% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling