+41.9%
CMI vs ROST
+54.0%
-12.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -0.7% | +0.9% | -1.7% | -0.9% |
| 30D | -13.4% | -8.9% | -4.5% | -11.8% |
| 3M | -17.0% | -0.8% | -16.2% | -17.1% |
| 6M | -1.6% | +8.5% | -10.1% | -5.5% |
| YTD | +11.0% | +28.6% | -17.6% | +2.1% |
| 1Y | +41.9% | +52.3% | -10.4% | +29.0% |
| All | +41.9% | +54.0% | -12.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling