+153.3%
CMI vs ROST
+98.0%
+55.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -12.4% | -6.9% | -5.5% | -10.2% |
| 3M | -14.8% | -3.3% | -11.5% | -14.1% |
| 6M | +0.8% | +9.0% | -8.3% | -3.9% |
| YTD | +10.2% | +28.9% | -18.7% | -2.3% |
| 1Y | +37.4% | +54.0% | -16.5% | +12.7% |
| 3Y | +153.3% | +100.7% | +52.6% | +85.4% |
| All | +153.3% | +98.0% | +55.3% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling