+15,698.9%
CMI vs ROP
+24,791.5%
-9,092.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +1.2% |
| 7D | +1.9% | -5.4% | +7.3% | +4.0% |
| 30D | -12.5% | -1.6% | -10.9% | -12.2% |
| 3M | -16.2% | +18.8% | -35.1% | -22.7% |
| 6M | +4.9% | +8.2% | -3.3% | -0.5% |
| YTD | +11.1% | -10.5% | +21.6% | +12.9% |
| 1Y | +43.4% | -23.7% | +67.1% | +54.6% |
| 3Y | +154.1% | -17.9% | +171.9% | +164.7% |
| 5Y | +169.5% | -15.3% | +184.8% | +174.9% |
| 10Y | +503.8% | +133.4% | +370.4% | +315.1% |
| All | +15,698.9% | +24,791.5% | -9,092.6% | +5,610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling